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Portfolio selection theory with different interest rates for borrowing and lending
Zhang, Shunming; Wang, Shouyang; Deng, Xiaotie - In: Journal of global optimization : an international … 28 (2004) 1, pp. 67-95
Persistent link: https://www.econbiz.de/10001904197
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Dynamic optimal portfolio with maximum absolute deviation model
Yu, Mei; Wang, Shouyang - In: Journal of global optimization : an international … 53 (2012) 2, pp. 363-381
Persistent link: https://www.econbiz.de/10009977855
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Conical Partition Algorithm for Maximizing the Sum of dc Ratios
Dai, Yang; Shi, Jianming; Wang, Shouyang - In: Journal of global optimization : an international … 31 (2005) 2, pp. 253-270
Persistent link: https://www.econbiz.de/10007150493
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Portfolio Selection Theory with Different Interest Rates for Borrowing and Leading
Zhang, Shunming; Zhang, Shunming; Wang, Shouyang; Deng, … - In: Journal of global optimization : an international … 28 (2004) 1, pp. 67-96
Persistent link: https://www.econbiz.de/10007155808
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An adaptive domain decomposition method for the Hamilton–Jacobi–Bellman equation
Alwardi, H.; Wang, S.; Jennings, L. S. - In: Journal of global optimization : an international … 56 (2013) 4, pp. 1361-1373
Persistent link: https://www.econbiz.de/10010152213
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Numerical Solution of Hamilton-Jacobi-Bellman Equations by an Upwind Finite Volume Method
Wang, S.; Jennings, L.S.; Teo, K.L. - In: Journal of global optimization : an international … 27 (2003) 2, pp. 177-192
Persistent link: https://www.econbiz.de/10007159217
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Special issue on “Optimization and optimal control with applications” for the 4th International Conference on Optimization and Control with Applications (OCA2009), June 6–11, 2009,...
Wang, S.; Teo, K. L. - In: Journal of global optimization : an international … 52 (2012) 2, pp. 193-194
Persistent link: https://www.econbiz.de/10009827605
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An adaptive least-squares collocation radial basis function method for the HJB equation
Alwardi, H.; Wang, S.; Jennings, L. S.; Richardson, S. - In: Journal of global optimization : an international … 52 (2012) 2, pp. 305-323
Persistent link: https://www.econbiz.de/10009827614