E-LIB Suche - Ergebnisse für: Zheng, Harry

1

Optimal Investment, Heterogeneous Consumption, and Best Tim..:

Jang, Hyun Jin ; Xu, Zuo Quan ; Zheng, Harry
Operations Research. 72 (2024) 2 - p. 832-847 , 2024

2

Duality Method for Multidimensional Nonsmooth Constrained L..:

Vega, Engel John C. Dela ; Zheng, Harry
Journal of Optimization Theory and Applications. 199 (2023) 1 - p. 80-111 , 2023

Link: https://doi.org/10.1007/..

3

Effective Approximation Methods for Constrained Utility Max..:

Zhu, Dongmei ; Zheng, Harry
Journal of Optimization Theory and Applications. 194 (2022) 1 - p. 191-219 , 2022

Link: https://doi.org/10.1007/..

4

Stochastic Maximum Principle for Optimal Liquidation with C..:

Cesari, Riccardo ; Zheng, Harry
Applied Mathematics & Optimization. 85 (2022) 3 - p. , 2022

Link: https://doi.org/10.1007/..

5

Deep Neural Network Solution for Finite State Mean Field Ga..:

Luo, Jialiang ; Zheng, Harry
Dynamic Games and Applications. 13 (2022) 3 - p. 859-896 , 2022

Link: https://doi.org/10.1007/..

6

Speculative trading, prospect theory and transaction costs:

Tse, Alex S. L. ; Zheng, Harry
Finance and Stochastics. 27 (2022) 1 - p. 49-96 , 2022

Link: https://doi.org/10.1007/..

7

A super tiny quartz tuning fork-based light-induced thermoe..:

Qiao, Shunda ; Ma, Pengze ; Tsepelin, Viktor...
Optics Letters. , 2022

Link: https://doi.org/10.1364/..

8

Closed-Loop Equilibrium Strategies for General Time-Inconsi..:

Wang, Tianxiao ; Zheng, Harry
SIAM Journal on Control and Optimization. 59 (2021) 5 - p. 3152-3178 , 2021

Link: https://doi.org/10.1137/..

9

Duality for optimal consumption with randomly terminating i..:

Davey, Ashley ; Monoyios, Michael ; Zheng, Harry
Mathematical Finance. 31 (2021) 4 - p. 1275-1314 , 2021

Link: https://doi.org/10.1111/..

10

Optimal market-Making strategies under synchronised order a..:

Choi, So Eun ; Jang, Hyun Jin ; Lee, Kyungsub.
Journal of Economic Dynamics and Control. 125 (2021) - p. 104098 , 2021

Link: https://doi.org/10.1016/..

11

Deep Learning for Constrained Utility Maximisation:

Davey, Ashley ; Zheng, Harry
Methodology and Computing in Applied Probability. 24 (2021) 2 - p. 661-692 , 2021

Link: https://doi.org/10.1007/..

12

Dual control Monte-Carlo method for tight bounds of value f..:

Ma, Jingtang ; Li, Wenyuan ; Zheng, Harry
European Journal of Operational Research. 280 (2020) 2 - p. 428-440 , 2020

Link: https://doi.org/10.1016/..

13

Constrained Utility Deviation-Risk Optimization and Time-Co..:

Gu, Jia-Wen ; Si, Shijing ; Zheng, Harry
SIAM Journal on Control and Optimization. 58 (2020) 2 - p. 866-894 , 2020

Link: https://doi.org/10.1137/..

14

Constrained Utility Deviation-Risk Optimization and Time-co..:

Gu, Jiawen ; Si, Shijing ; Zheng, Harry
SIAM Journal on Control and Optimization, 2020, Vol. 58, No. 2 : pp. 866-894. , 2020

Link: https://ssrn.com/abstrac..

15

Dynamic Equilibrium of Market Making with Price Competition:

Luo, Jialiang ; Zheng, Harry
Dynamic Games and Applications. 11 (2020) 3 - p. 556-579 , 2020

Link: https://doi.org/10.1007/..