Zengjing Chen

Publication Activity (10 Years)

Years Active: 2011-2024
Publications (10 Years): 8

Top Topics

Multi Armed Bandit

Choquet Integral

Top Venues

Int. J. Uncertain. Fuzziness Knowl. Based Syst.

J. Appl. Probab.

J. Econ. Theory

Publications

Zengjing Chen, Yiwei Lin, Jichen Zhang
A confirmation of a conjecture on Feldman's two-armed bandit problem. J. Appl. Probab. 61 (1) (2024)
Zengjing Chen, Xinwei Feng, Shuhui Liu, Weihai Zhang
Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional. Autom. 149 (2023)
Zengjing Chen, Larry G. Epstein, Guodong Zhang
A central limit theorem, loss aversion and multi-armed bandits. J. Econ. Theory 209 (2023)
Huaijin Liang, Zengjing Chen
Proofs of the Ethier and Lee slot machine conjectures. CoRR (2023)
Zengjing Chen, Xinwei Feng, Shuhui Liu, Xiaodong Yan
Optimal distributions of rewards for a two-armed slot machine. Neurocomputing 518 (2023)
Zengjing Chen, Larry G. Epstein, Guodong Zhang
A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits. CoRR (2021)
Gaofeng Zong, Zengjing Chen, Faisal Shahzad
Comonotonic Random Sets and Its Additivity of Choquet Integrals. Int. J. Uncertain. Fuzziness Knowl. Based Syst. 25 (4) (2017)
Gaofeng Zong, Zengjing Chen, Yuting Lan
Fubini-Like Theorem of Real-Valued Choquet Integrals for Set-Valued Mappings. Int. J. Uncertain. Fuzziness Knowl. Based Syst. 24 (3) (2016)
Zengjing Chen, Panyu Wu, Baoming Li
A strong law of large numbers for non-additive probabilities. Int. J. Approx. Reason. 54 (3) (2013)
Defei Zhang, Zengjing Chen
Exponential stability for stochastic differential equation driven by G-Brownian motion. Appl. Math. Lett. 25 (11) (2012)
Zengjing Chen, Panyu Wu
Strong Laws of Large Numbers for Bernoulli Experiments under Ambiguity. NL-MUA (2011)
Zengjing Chen, Agnès Sulem
An integral representation theorem of g-expectations. Risk Decis. Anal. 2 (4) (2011)