Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link |
---|---|---|---|---|---|---|
2004 | Risk sensitive optimal investment: solutions of the dynamical programming equation | Sheu, Shuenn-Jyi; Kaise, H. | Mathematics of Finance (Contemporary Mathematics AMS) 351, 217-230 | |||
2003 | Risk sensitive portfolio management with Cox-Ingersoll-Ross interest rates | Bielecki, Tomasz R.; Pliska, Stanley R.; Sheu, Shuenn-Jyi | SIAM J. Control Optim. 44(5), 1811-1843 | |||
2000 | Risk-sensitive control and an optimal investment model | Sheu, Shuenn-Jyi; Fleming, W. H. | Math. Finance 10(2), 197-213 | |||
1992 | Singular perturbed Markov chains and the exact behaviors of simulated annealing processes | Hwang, Chii-Ruey; Sheu, Shuenn-Jyi | J. Theoretical Probab. 5(2), 223-249 | |||
1992 | Speed up the convergence of diffusions: the Gaussian case | Hwang, Chii-Ruey; Sheu, Shuenn-Jyi | Thech. Report, Institute of Math. Academia Sinica | |||
2010 | The behavior of the spectral gap under growing drift | Franke, Brice; Hwang, Chi-Ruey; Pai, Hui-Ming; Sheu, Shuenn-Jyi | TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY 362(3), 1325-1350 |