公開日期 | 題名 | 作者 | 關聯 | scopus | WOS | 全文 |
2009 | Ergodic type of Bellman equations of first order with quadratic Hamiltonian | Kaise, H.; Sheu, Shuenn-Jyi | APPLIED MATHEMATICS AND OPTIMIZATION 59(1), 37-73 | | | |
2004 | Evaluation of large time expectations for diffusion processes | Sheu, Shuenn-Jyi; Kaise, H.; Sheu, S. J. | preprint. | | | |
2009 | Hamilton-Jacobi-Bellman equation of an optimal consumption problem | Sheu, Shuenn-Jyi | Hamilton-Jacobi-Bellman equation of an optimal consumption problem, ( ), 0-0 | | | |
2000 | Large deviation of diffusion processes with discontinuous drift and their occupation times. | Chiang, Tzuu-Shuh; Sheu, Shuenn-Jyi | Ann. of Probab. 28, 140-165 | | | |
1997 | Large deviation of small perturbation of some unstalbe systems | Chiang, Tzuu-Shuh; Sheu, Shuenn-Jyi | Journal of Stochastcic Analysis and Applications 15(1), 31-50 | | | |
1988 | Large deviation of some infinite-dimensional markov processes | Chiang, Tzuu-Shuh; Sheu, Shuenn-Jyi | Stochastics 23(2), 159-178 | | | |
1986 | Large time behaviors for perturbed diffusion Markov processes with applications I: Large time behaviors and the convergence rate to the invariant measures | Hwang, Chii-Ruey; Sheu, Shuenn-Jyi | TR Institute of Math. Academia Sinica | | | |
1990 | Large-time behavior of perturbed diffusion Markov processes with applications to the second eigenvalue problem for Fokker-Planck operators and simulated annealing | Hwang, Chii-Ruey; Sheu, Shuenn-Jyi | Acta Applicandae Mathematicae 19(3), 253-295 | | | |
2009 | Max-plus stochastic control and risk senstitivity | Sheu, Shuenn-Jyi; Fleming, W. H.; Hata, H. | Max-plus stochastic control and risk senstitivity, ( ), 0-0 | | | |
1990 | On the behavior of a stochastic algorithm with annealing Tech. Report | Hwang, Chii-Ruey; Sheu, Shuenn-Jyi | Institute of Math. Academia Sinica | | | |
1985 | On the eigenvalues and eigenfunctions of a singular perturbated integral equation | Chow, Yunshyong; Sheu, Shuenn-Jyi | J. Integral Equations 9(3), 199-212 | | | |
1998 | On the Geometrical Convergence of Gibbs Sampler inRd | Hwang, Chii-Ruey; Sheu, Shuenn-Jyi | J. Multivariate Analysis 66(1), 22-37 | | | |
2000 | On the number of equilibrium states in weakly coupled random networks. | Date, Akira; Hwang, Chii-Ruey; Sheu, Shuenn-Jyi | Statistics and Probability Letters 49, 291-297 | | | |
1999 | On the solutions of an equation arising from the singular limit of some eigen problems | Sheu, Shuenn-Jyi; Wentzell, A. D. | Stochastic Analysis, Control, Optimization and Applications(A volume in Honor of W. H. Fleming Birkhaeuser, Boston), 135-151 | | | |
2006 | On the structure of solutions of ergodic type Bellman equations related to risk-sensitive control | Kaise, Hidehiro; Sheu, Shuenn-Jyi | Ann. Probab 34(1), 284-320 | | | |
1989 | On the weak reversibility condition in simulated annealing | Hwang, Chii-Ruey; Sheu, Shuenn-Jyi | Soochow J. Math. 15, 159-170 | | | |
1999 | Optimal long term growth rate of expected utility of wealth | Fleming, Wendell H.; Sheu, Shuenn-Jyi | Ann. Applied Probab. 9(3), 871-903 | | | |
2006 | Price systems for markets with transaction costs and control problems for some finance problems | Chiang, Tzuu-Shuh; Shiu, Shang-Yuan; Sheu, Shuenn-Jyi | Institute of Mathematical Statistics Lecture Notes - Monograph Series 52, 257-271 | | | |
1989 | Remarks on Gibbs sampler and Metropolis sampler | Hwang, Chii-Ruey; Sheu, Shuenn-Jyi | TR Institute of Math. Academia Sinica | | | |
2002 | Risk sensitive control and an investment model(II) | W. H. Fleming; Sheu, Shuenn-Jyi | Ann. Applied Probability 12(2), 730-767 | | | |