Publication Search Results
Exact matches for:
- Author = Wu W [web profile page]
1.
Goldys B, Wu W
Beniamin Goldys, Wei Wu:
On a class of singular stochastic control problems driven by Lévy noise,
Stochastic Processes and their Applications,
129
(2019),
no. 9,
3174–3206.
MR4203628
2.
Goldys B, Wu W
Ben Goldys and Wei Wu:
Dynamic Programming Principle for Stochastic Control Problems driven by General Lévy Noise,
(2016),
preprint.
3.
Bannister H, Goldys B, Penev S, Wu W
Hugh Bannister, Ben Goldys, Spiridon Penev, Wei Wu:
Multiperiod Mean-Standard-Deviation Time Consistent Portfolio Selection,
(2016),
preprint.
4.
Bannister H, Goldys B, Penev S, Wu W
Hugh Bannister, Beniamin Goldys, Spiridon Penev, Wei Wu:
Multiperiod mean-standard-deviation time consistent portfolio selection,
Automatica,
73
(2016),
15–26.
MR3552055
5.
Goldys B, Wu W
Ben Goldys and Wei Wu:
Dynamic programming principle for stochastic control problems driven by general Lévy noise,
Stochastic Analysis and Applications,
34
(2016),
no. 6,
1083–1093.
| Number of matches: 5 |