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Huafu Liao
Publication Activity (10 Years)
Years Active: 2019-2022
Publications (10 Years): 3
Top Topics
Robust Optimization
Markov Decision Problems
Risk Sensitive
Closed Form
Top Venues
SIAM J. Control. Optim.
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Publications
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Lijun Bo
,
Agostino Capponi
,
Huafu Liao
Large Sample Mean-Field Stochastic Optimization.
SIAM J. Control. Optim.
60 (4) (2022)
Lijun Bo
,
Huafu Liao
,
Xiang Yu
Optimal Tracking Portfolio with a Ratcheting Capital Benchmark.
SIAM J. Control. Optim.
59 (3) (2021)
Lijun Bo
,
Huafu Liao
,
Xiang Yu
Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching.
SIAM J. Control. Optim.
57 (1) (2019)