Diffusion for Global Optimization in TS Chiang, CR Hwang, SJ Sheu
SIAM Journal on Control and Optimization 25 (3), 737-753, 1987
265 1987 Risk‐sensitive control and an optimal investment model WH Fleming, SJ Sheu
Mathematical Finance 10 (2), 197-213, 2000
191 2000 Accelerating diffusions CR Hwang, SY Hwang-Ma, SJ Sheu
166 2005 Accelerating gaussian diffusions CR Hwang, SY Hwang-Ma, SJ Sheu
The Annals of Applied Probability, 897-913, 1993
154 1993 Risk-sensitive control and an optimal investment model II WH Fleming, SJ Sheu
The Annals of Applied Probability 12 (2), 730-767, 2002
138 2002 Convergence rates of the Gibbs sampler, the Metropolis algorithm and other single-site updating dynamics A Frigessi, P Stefano, CR Hwang, SJ Sheu
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 1993
135 1993 Some estimates of the transition density of a nondegenerate diffusion Markov process SJ Sheu
The Annals of Probability, 538-561, 1991
128 1991 Optimal long term growth rate of expected utility of wealth WH Fleming, SJ Sheu
Annals of Applied Probability, 871-903, 1999
125 1999 Diffusion processes on graphs: stochastic differential equations, large deviation principle M Freidlin, SJ Sheu
Probability theory and related fields 116, 181-220, 2000
120 2000 On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control H Kaise, SJ Sheu
75 2006 Singular perturbed Markov chains and exact behaviors of simulated annealing processes CR Hwang, SJ Sheu
Journal of Theoretical Probability 5, 223-249, 1992
66 1992 Large-time behavior of perturbed diffusion Markov processes with applications to the second eigenvalue problem for Fokker-Planck operators and simulated annealing CR Hwang, SJ Sheu
Acta Applicandae Mathematica 19 (3), 253-295, 1990
62 1990 Asymptotics of the probability minimizing a “down-side” risk H Hata, H Nagai, SJ Sheu
51 2010 The behavior of the spectral gap under growing drift B Franke, CR Hwang, HM Pai, SJ Sheu
Transactions of the American Mathematical Society 362 (3), 1325-1350, 2010
49 2010 Large time behavior of solutions of Hamilton--Jacobi--Bellman equations with quadratic nonlinearity in gradients N Ichihara, SJ Sheu
SIAM Journal on Mathematical Analysis 45 (1), 279-306, 2013
46 2013 Risk Sensitive Portfolio Management with Cox--Ingersoll--Ross Interest Rates: The HJB Equation TR Bielecki, SR Pliska, SJ Sheu
SIAM journal on control and optimization 44 (5), 1811-1843, 2005
39 2005 Stochastic variational formula for fundamental solutions of parabolic PDE WH Fleming, SJ Sheu
Applied Mathematics and Optimization 13 (1), 193-204, 1985
39 1985 Solution of certain parabolic equations with unbounded coefficients and its application to nonlinear filtering SJ Sheu
Stochastics: An International Journal of Probability and Stochastic …, 1983
33 1983 On the Hamilton--Jacobi--Bellman equation for an optimal consumption problem: I. Existence of solution H Hata, SJ Sheu
SIAM Journal on Control and Optimization 50 (4), 2373-2400, 2012
31 2012 Asymptotics for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential WH Fleming, SJ Sheu
The Annals of Probability 25 (4), 1953-1994, 1997
31 1997 