Linjia Wu

Publication Activity (10 Years)

Years Active: 2019-2022
Publications (10 Years): 2

Top Topics

Asymptotically Optimal

Stochastic Process

Top Venues

Eur. J. Oper. Res.

Publications

Jose H. Blanchet, Martin I. Reiman, Virag Shah, Lawrence M. Wein, Linjia Wu
Asymptotically Optimal Control of a Centralized Dynamic Matching Market with General Utilities. Oper. Res. 70 (6) (2022)
Chenxu Li, Linjia Wu
Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model. Eur. J. Oper. Res. 275 (2) (2019)