Mou-Hsiung Chang

Publication Activity (10 Years)

Years Active: 1999-2011
Publications (10 Years): 0

Publications

Mou-Hsiung Chang, Tao Pang, Yipeng Yang
A Stochastic Portfolio Optimization Model with Bounded Memory. Math. Oper. Res. 36 (4) (2011)
Mou-Hsiung Chang, Tao Pang, Moustapha Pemy
An approximation scheme for Black-Scholes equations with delays. J. Syst. Sci. Complex. 23 (3) (2010)
Mou-Hsiung Chang, Tao Pang, Jiongmin Yong
Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients. SIAM J. Control. Optim. 48 (2) (2009)
Yipeng Yang, Robert Buche, Mou-Hsiung Chang, Vahid Ramezani
Power Control for Mobile Communications With Delayed State Information in Heavy Traffic. CDC (2006)
Mo Wei, Genshe Chen, Jose B. Cruz, L. Hayes, Mou-Hsiung Chang
A decentralized approach to pursuer-evader games with multiple superior evaders. ITSC (2006)
Dongxu Li, Jose B. Cruz, Genshe Chen, Chiman Kwan, Mou-Hsiung Chang
A Hierarchical Approach To Multi-Player Pursuit-Evasion Differential Games. CDC/ECC (2005)
Mou-Hsiung Chang, Roger K. Youree
The European option with hereditary price structures: Basic theory. Appl. Math. Comput. 102 (2-3) (1999)