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Chi Chung Siu
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2020 – today
- 2024
- [j8]Adrian P. Kennedy
, Suresh P. Sethi
Technical Note - The Generalized Sethi Advertising Model. Oper. Res. 72(4): 1526-1535 (2024) - [j7]Jinhui Han
Technical Note - Production Management with General Demands and Lost Sales. Oper. Res. 72(5): 1751-1764 (2024) - 2023
- [j6]Guiyuan Ma, Chi Chung Siu, Sheung Chi Phillip Yam, Zeyu Zhou:
Dynamic trading with Markov liquidity switching. Autom. 155: 111156 (2023) - 2020
- [j5]Guiyuan Ma
Optimal portfolio execution problem with stochastic price impact. Autom. 112 (2020)
2010 – 2019
- 2019
- [j4]Guiyuan Ma
Dynamic portfolio choice with return predictability and transaction costs. Eur. J. Oper. Res. 278(3): 976-988 (2019) - [j3]Alain Bensoussan, Shaokuan Chen, Anshuman Chutani, Suresh P. Sethi
Feedback Stackelberg-Nash Equilibria in Mixed Leadership Games with an Application to Cooperative Advertising. SIAM J. Control. Optim. 57(5): 3413-3444 (2019) - 2016
- [j2]Chi Seng Pun
Non-zero-sum reinsurance games subject to ambiguous correlations. Oper. Res. Lett. 44(5): 578-586 (2016) - 2014
- [j1]Alain Bensoussan, Chi Chung Siu, Sheung Chi Phillip Yam
A class of non-zero-sum stochastic differential investment and reinsurance games. Autom. 50(8): 2025-2037 (2014)
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last updated on 2024-10-23 20:36 CEST by the dblp team
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