Siu-Pang Yung

Publication Activity (10 Years)

Years Active: 2003-2016
Publications (10 Years): 1

Top Topics

Optimal Portfolio

Continuous Domains

Top Venues

J. Optim. Theory Appl.

SIAM J. Financial Math.

Publications

Alain Bensoussan, K. C. J. Sung, Sheung Chi Phillip Yam, Siu-Pang Yung
Linear-Quadratic Mean Field Games. J. Optim. Theory Appl. 169 (2) (2016)
Alain Bensoussan, Kwok Chuen Wong, Sheung Chi Phillip Yam, Siu-Pang Yung
Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting. SIAM J. Financial Math. 5 (1) (2014)
Gen-Qi Xu, Chao Liu, Siu-Pang Yung
Necessary conditions for the exact observability of systems on Hilbert spaces. Syst. Control. Lett. 57 (3) (2008)
Gen-Qi Xu, Siu-Pang Yung
Stability and Riesz basis property of a star-shaped network of Euler-Bernoulli beams with joint damping. Networks Heterog. Media 3 (4) (2008)
Gen-Qi Xu, Zhong-Jie Han, Siu-Pang Yung
Riesz basis property of serially connected Timoshenko beams. Int. J. Control 80 (3) (2007)
Jun-Min Wang, Siu-Pang Yung
Stability of a nonuniform Rayleigh beam with indefinite damping. Syst. Control. Lett. 55 (10) (2006)
Jun-Min Wang, Gen-Qi Xu, Siu-Pang Yung
Exponential Stabilization ofLaminated Beams with Structural Damping and Boundary Feedback Controls. SIAM J. Control. Optim. 44 (5) (2005)
Quoc-Phong Vu, Jun-Min Wang, Gen-Qi Xu, Siu-Pang Yung
Spectral analysis and system of fundamental solutions for Timoshenko beams. Appl. Math. Lett. 18 (2) (2005)
Bao-Zhu Guo, Jun-Min Wang, Siu-Pang Yung
-semigroup generation and exponential stability resulting from a shear force feedback on a rotating beam. Syst. Control. Lett. 54 (6) (2005)
Gen-Qi Xu, De-Xing Feng, Siu-Pang Yung
Riesz basis property of the generalized eigenvector system of a Timoshenko beam. IMA J. Math. Control. Inf. 21 (1) (2004)
Pui-Kit Chan, Wai-Ki Ching, Siu-Pang Yung
Optimal strategies in equity securities and derivatives. Appl. Math. Comput. 151 (3) (2004)
Jun-Min Wang, Gen-Qi Xu, Siu-Pang Yung
Exponential stability of variable coefficients Rayleigh beams under boundary feedback controls: a Riesz basis approach. Syst. Control. Lett. 51 (1) (2004)
Gen-Qi Xu, Siu-Pang Yung
Lyapunov stability of abstract nonlinear dynamic system in Banach space. IMA J. Math. Control. Inf. 20 (1) (2003)
Jun-Min Wang, Quoc-Phong Vu, Siu-Pang Yung
Asymptotic frequency distributions for variable coefficients Rayleigh beams under boundary feedback control. ACC (2003)