default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDSheung Chi Phillip Yam
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2024
[j28]Alain Bensoussan
, Ziyu Huang, Sheung Chi Phillip Yam:
Maximum Principle for Mean Field Type Control Problems with General Volatility Functions. IGTR 26(2): 2440003:1-2440003:31 (2024)- [j27]Adrian P. Kennedy, Suresh P. Sethi, Chi Chung Siu, Sheung Chi Phillip Yam:
Technical Note - The Generalized Sethi Advertising Model. Oper. Res. 72(4): 1526-1535 (2024) - [j26]Jinhui Han, Xiaolong Li, Suresh P. Sethi, Chi Chung Siu, Sheung Chi Phillip Yam:
Technical Note - Production Management with General Demands and Lost Sales. Oper. Res. 72(5): 1751-1764 (2024) - 2023
- [j25]Guiyuan Ma, Chi Chung Siu, Sheung Chi Phillip Yam, Zeyu Zhou:
Dynamic trading with Markov liquidity switching. Autom. 155: 111156 (2023) - [j24]Alain Bensoussan, Jiayue Han, Sheung Chi Phillip Yam, Xiang Zhou:
Value-Gradient Based Formulation of Optimal Control Problem and Machine Learning Algorithm. SIAM J. Numer. Anal. 61(2): 973-994 (2023) - 2022
- [j23]Ka Chun Cheung, Sheung Chi Phillip Yam, Yiying Zhang:
Satisficing credibility for heterogeneous risks. Eur. J. Oper. Res. 298(2): 752-768 (2022) - [j22]Jinhui Han, Guiyuan Ma, Sheung Chi Phillip Yam:
Relative performance evaluation for dynamic contracts in a large competitive market. Eur. J. Oper. Res. 302(2): 768-780 (2022) - [j21]Jinhui Han, Sheung Chi Phillip Yam:
A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management. SIAM J. Control. Optim. 60(3): 1193-1222 (2022) - 2021
- [j20]Xiaolong Li, Yifan Shi, Sheung Chi Phillip Yam, Hailiang Yang:
Fourier-Cosine Method for Finite-Time Gerber-Shiu Functions. SIAM J. Sci. Comput. 43(3): B650-B677 (2021) - 2020
- [j19]Alain Bensoussan, Boualem Djehiche, Hamidou Tembine, Sheung Chi Phillip Yam:
Mean-Field-Type Games with Jump and Regime Switching. Dyn. Games Appl. 10(1): 19-57 (2020) - [j18]Alain Bensoussan, Thomas Cass, Michael Chau, Sheung Chi Phillip Yam:
Mean Field Games With Parametrized Followers. IEEE Trans. Autom. Control. 65(1): 12-27 (2020) - [i1]Alain Bensoussan, Yiqun Li, Dinh Phan Cao Nguyen, Minh-Binh Tran, Sheung Chi Phillip Yam, Xiang Zhou:
Machine Learning and Control Theory. CoRR abs/2006.05604 (2020)
2010 – 2019
- 2019
- [j17]Alain Bensoussan, Kwok Chuen Wong, Sheung Chi Phillip Yam:
A paradox in time-consistency in the mean-variance problem? Finance Stochastics 23(1): 173-207 (2019) - [j16]Alain Bensoussan, Shaokuan Chen, Anshuman Chutani, Suresh P. Sethi, Chi Chung Siu, Sheung Chi Phillip Yam:
Feedback Stackelberg-Nash Equilibria in Mixed Leadership Games with an Application to Cooperative Advertising. SIAM J. Control. Optim. 57(5): 3413-3444 (2019) - 2018
- [j15]Ka Chun Cheung, Jan Dhaene, Yian Rong, Sheung Chi Phillip Yam:
Probabilistic solutions for a class of deterministic optimal allocation problems. J. Comput. Appl. Math. 336: 394-407 (2018) - 2017
- [j14]Sheung Chi Phillip Yam, W. Zhou:
Optimal Liquidation of Child Limit Orders. Math. Oper. Res. 42(2): 517-545 (2017) - [j13]Kwok Chuen Wong, Sheung Chi Phillip Yam, H. Zheng:
Utility-Deviation-Risk Portfolio Selection. SIAM J. Control. Optim. 55(3): 1819-1861 (2017) - [j12]Alain Bensoussan, Michael Chau, Y. Lai, Sheung Chi Phillip Yam:
Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays. SIAM J. Control. Optim. 55(4): 2748-2781 (2017) - [c1]Alain Bensoussan, Boualem Djehiche, Hamidou Tembine, Sheung Chi Phillip Yam:
Risk-sensitive mean-field-type control. CDC 2017: 33-38 - 2016
- [j11]Sheung Chi Phillip Yam, Hailiang Yang, Fei Lung Yuen:
Optimal asset allocation: Risk and information uncertainty. Eur. J. Oper. Res. 251(2): 554-561 (2016) - [j10]Alain Bensoussan, K. C. J. Sung, Sheung Chi Phillip Yam, Siu-Pang Yung:
Linear-Quadratic Mean Field Games. J. Optim. Theory Appl. 169(2): 496-529 (2016) - [j9]Alain Bensoussan, Laurent Mertz, Sheung Chi Phillip Yam:
NonLocal Boundary Value Problems of a Stochastic Variational Inequality Modeling an Elasto-Plastic Oscillator Excited by a Filtered Noise. SIAM J. Math. Anal. 48(4): 2783-2805 (2016) - 2015
- [j8]Kwok-Wing Chau, Sheung Chi Phillip Yam, Hailiang Yang:
Fourier-cosine method for ruin probabilities. J. Comput. Appl. Math. 281: 94-106 (2015) - [j7]Alain Bensoussan, Michael Chau, Sheung Chi Phillip Yam:
Mean Field Stackelberg Games: Aggregation of Delayed Instructions. SIAM J. Control. Optim. 53(4): 2237-2266 (2015) - 2014
- [j6]Alain Bensoussan, Chi Chung Siu, Sheung Chi Phillip Yam, Hailiang Yang:
A class of non-zero-sum stochastic differential investment and reinsurance games. Autom. 50(8): 2025-2037 (2014) - [j5]Alain Bensoussan, Kwok Chuen Wong, Sheung Chi Phillip Yam, Siu-Pang Yung:
Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting. SIAM J. Financial Math. 5(1): 153-190 (2014) - 2013
- [j4]Alain Bensoussan, K. C. J. Sung, Sheung Chi Phillip Yam:
Linear-Quadratic Time-Inconsistent Mean Field Games. Dyn. Games Appl. 3(4): 537-552 (2013) - [j3]Sheung Chi Phillip Yam, S. P. Yung, J. H. Zhou:
A mean-variance portfolio selection problem subject to a benchmark constraint: An existence result. Risk Decis. Anal. 4(1): 25-38 (2013) - 2012
- [j2]Wai Keung Wong, John Alexander Wright, Sheung Chi Phillip Yam, S. P. Yung:
A mixed Sharpe ratio. Risk Decis. Anal. 3(1-2): 37-65 (2012) - 2010
- [j1]Zaiyue Yang, Sheung Chi Phillip Yam, L. K. Li, Yiwen Wang:
Universal Repetitive Learning Control for Nonparametric Uncertainty and Unknown State-Dependent Control Direction Matrix. IEEE Trans. Autom. Control. 55(7): 1710-1715 (2010)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from 
to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the 
of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from 
, 
, and 
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from 
.
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-10-23 20:35 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
