Jingzhen Liu

Publication Activity (10 Years)

Years Active: 2010-2023
Publications (10 Years): 2

Top Topics

Optimal Portfolio

Decomposition Method

Top Venues

J. Syst. Sci. Complex.

SIAM J. Control. Optim.

Publications

Jingzhen Liu, Yike Wang, Ning Zhang
Optimal Reinsurance and Dividend Under Model Uncertainty. J. Syst. Sci. Complex. 36 (3) (2023)
Jingzhen Liu, Ka Fai Cedric Yiu, Alain Bensoussan
Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand. SIAM J. Control. Optim. 56 (1) (2018)
Jingzhen Liu, Ka Fai Cedric Yiu, Tak Kuen Siu
A decomposition method for optimal portfolios with regime-switching and risk constraint. Risk Decis. Anal. 3 (4) (2012)
Ka Fai Cedric Yiu, Jingzhen Liu, Tak Kuen Siu, Wai-Ki Ching
Optimal portfolios with regime switching and value-at-risk constraint. Autom. 46 (6) (2010)