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Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors

Zhang, Yi - In: Top : transactions in operations research 21 (2013) 2, pp. 378-408

Persistent link: https://www.econbiz.de/10009761252

Optimality of general reinsurance contracts under CTE risk measure

Tan, Ken Seng; Weng, Chengguo; Zhang, Yi - In: Insurance / Mathematics & economics 49 (2011) 2, pp. 175-187

Persistent link: https://www.econbiz.de/10009242047

Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies : the dynamic programming approach

Piunovskiy, Alexey; Zhang, Yi - In: 4OR : a quarterly journal of operations research 12 (2014) 1, pp. 49-75

Persistent link: https://www.econbiz.de/10010339175

Heterogeneous beliefs and risk-neutral skewness

Friesen, Geoffrey C.; Zhang, Yi; Zorn, Thomas S. - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 4, pp. 851-872

Persistent link: https://www.econbiz.de/10009672401

A useful technique for piecewise deterministic Markov decision processes

Guo, Xin; Zhang, Yi - In: Operations research letters 49 (2021) 1, pp. 55-61

Persistent link: https://www.econbiz.de/10012486021

Optimal asset management for defined-contribution pension funds with default risk

Shibo, Bian; Cicon, James; Zhang, Yi - In: Journal of risk 19 (2016) 1, pp. 63-76

Persistent link: https://www.econbiz.de/10011579786

Optimality of mixed policies for average continuous-time markov decision processes with constraints

Guo, Xianping; Zhang, Yi - In: Mathematics of operations research 41 (2016) 4, pp. 1276-1296

Persistent link: https://www.econbiz.de/10011595057

Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates

Guo, Xin; Liu, Qiuli; Zhang, Yi - In: 4OR : a quarterly journal of operations research 17 (2019) 4, pp. 427-442

Persistent link: https://www.econbiz.de/10012132940

The newsvendor problem with barter exchange

Hua, Guowei; Yi, Zhang; Cheng, T. C. E.; Wang, Shouyang; … - In: Omega : the international journal of management science 92 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012158182

Economic recommendation based on pareto efficient resource allocation

Zhang, Yongfeng; Zhang, Yi; Friedman, Daniel - 2017

A fundamentally important role of the Web economy is Online Resource Allocation (ORA) from producers to consumers, such as product allocation in E-commerce, job allocation in freelancing platforms, and driver resource allocation in P2P riding services. Since users have the freedom to choose,...

Persistent link: https://www.econbiz.de/10011778189