Shuenn-Jyi Sheu

Publication Activity (10 Years)

Years Active: 2005-2020
Publications (10 Years): 2

Top Topics

Approximate Dynamic Programming

Hamilton Jacobi Bellman

Stochastic Control

Top Venues

SIAM J. Control. Optim.

SIAM J. Math. Anal.

Publications

Minyi Huang, Shuenn-Jyi Sheu, Li-Hsien Sun
Mean field social optimization: feedback person-by-person optimality and the master equation. CDC (2020)
Hiroaki Hata, Hideo Nagai, Shuenn-Jyi Sheu
An Optimal Consumption Problem for General Factor Models. SIAM J. Control. Optim. 56 (5) (2018)
Naoyuki Ichihara, Shuenn-Jyi Sheu
Large Time Behavior of Solutions of Hamilton-Jacobi-Bellman Equations with Quadratic Nonlinearity in Gradients. SIAM J. Math. Anal. 45 (1) (2013)
Hiroaki Hata, Shuenn-Jyi Sheu
On the Hamilton-Jacobi-Bellman Equation for an Optimal Consumption Problem: I. Existence of Solution. SIAM J. Control. Optim. 50 (4) (2012)
Hiroaki Hata, Shuenn-Jyi Sheu
On the Hamilton-Jacobi-Bellman Equation for an Optimal Consumption Problem: II. Verification Theorem. SIAM J. Control. Optim. 50 (4) (2012)
Tomasz R. Bielecki, Stanley R. Pliska, Shuenn-Jyi Sheu
Risk Sensitive Portfolio Management with Cox--Ingersoll--Ross Interest Rates: The HJB Equation. SIAM J. Control. Optim. 44 (5) (2005)