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Venues (Conferences, Journals, ...)
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GrowBag graphs for keyword ? (Num. hits/coverage)
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Results
Found 17 publication records. Showing 17 according to the selection in the facets
| Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
| 1 | Andrew E. B. Lim, J. George Shanthikumar, Gah-Yi Vahn |
Conditional value-at-risk in portfolio optimization: Coherent but fragile.  |
Oper. Res. Lett.  |
2011 |
DBLP DOI BibTeX RDF |
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| 1 | Andrew E. B. Lim, Poomyos Wimonkittiwat |
Dynamic portfolio choice with market impact costs. |
CDC-ECE |
2011 |
DBLP DOI BibTeX RDF |
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| 1 | Huaning Cai, Andrew E. B. Lim |
Decentralized control of a multi-agent stochastic dynamic resource allocation problem. |
CDC-ECE |
2011 |
DBLP DOI BibTeX RDF |
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| 1 | A. Jain, Andrew E. B. Lim, J. George Shanthikumar |
On the optimality of threshold control in queues with model uncertainty. |
Queueing Syst. |
2010 |
DBLP DOI BibTeX RDF |
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| 1 | Peng Li, Andrew E. B. Lim, J. George Shanthikumar |
Decentralized control of a stochastic dynamic resource allocation problem. |
CDC |
2010 |
DBLP DOI BibTeX RDF |
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| 1 | Andrew E. B. Lim, J. George Shanthikumar, Thaisiri Watewai |
Robust intensity control with multiple levels of model uncertainty and the dual risk-sensitive problem. |
CDC |
2010 |
DBLP DOI BibTeX RDF |
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| 1 | Andrew E. B. Lim, J. George Shanthikumar |
Relative Entropy, Exponential Utility, and Robust Dynamic Pricing. |
Operations Research |
2007 |
DBLP DOI BibTeX RDF |
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| 1 | Scott B. Laprise, Michael C. Fu, Steven I. Marcus, Andrew E. B. Lim, Huiju Zhang |
Pricing American-Style Derivatives with European Call Options. |
Management Science |
2006 |
DBLP DOI BibTeX RDF |
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| 1 | Andrew E. B. Lim |
Mean-Variance Hedging When There Are Jumps. |
SIAM J. Control and Optimization |
2005 |
DBLP DOI BibTeX RDF |
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| 1 | Andrew E. B. Lim |
Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market. |
Math. Oper. Res. |
2004 |
DBLP DOI BibTeX RDF |
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| 1 | Andrew E. B. Lim, Xun Yu Zhou, John B. Moore |
Multiple-objective risk-sensitive control and its small noise limit. |
Automatica |
2003 |
DBLP DOI BibTeX RDF |
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| 1 | Xun Li, Xun Yu Zhou, Andrew E. B. Lim |
Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints. |
SIAM J. Control and Optimization |
2002 |
DBLP DOI BibTeX RDF |
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| 1 | Andrew E. B. Lim, Xun Yu Zhou |
Mean-Variance Portfolio Selection with Random Parameters in a Complete Market. |
Math. Oper. Res. |
2002 |
DBLP DOI BibTeX RDF |
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| 1 | H. W. J. Lee, Kok Lay Teo, Andrew E. B. Lim |
Sensor scheduling in continuous time. |
Automatica |
2001 |
DBLP DOI BibTeX RDF |
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| 1 | Andrew E. B. Lim, Xun Yu Zhou |
Linear-Quadratic Control of Backward Stochastic Differential Equations. |
SIAM J. Control and Optimization |
2001 |
DBLP DOI BibTeX RDF |
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| 1 | Scott B. Laprise, Michael C. Fu, Steven I. Marcus, Andrew E. B. Lim |
A new approach to pricing American-style derivatives. |
Winter Simulation Conference |
2001 |
DBLP DOI BibTeX RDF |
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| 1 | John B. Moore, Xun Yu Zhou, Andrew E. B. Lim |
On LQG Control of Linear Stochastic Systems with Control Dependent Noise. |
Control of Distributed Parameter and Stochastic Systems |
1998 |
DBLP BibTeX RDF |
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Displaying result #1 - #17 of 17 (100 per page; Change: )
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