A class of non-zero-sum stochastic differential investment and reinsurance games. - Alain Bensoussan 001; Chi Chung Siu; Sheung Chi Phillip Yam; Hailiang Yang (Autom., 2014)

Non-zero-sum reinsurance games subject to ambiguous correlations. - Chi Seng Pun; Chi Chung Siu; Hoi Ying Wong (Oper. Res. Lett., 2016)

Dynamic portfolio choice with return predictability and transaction costs. - Guiyuan Ma; Chi Chung Siu; Song-Ping Zhu (Eur. J. Oper. Res., 2019)

Feedback Stackelberg-Nash Equilibria in Mixed Leadership Games with an Application to Cooperative Advertising. - Alain Bensoussan 001; Shaokuan Chen; Anshuman Chutani; Suresh P. Sethi; Chi Chung Siu; Sheung Chi Phillip Yam (SIAM J. Control. Optim., 2019)

Optimal portfolio execution problem with stochastic price impact. - Guiyuan Ma; Chi Chung Siu; Song-Ping Zhu; Robert J. Elliott (Autom., 2020)

Dynamic trading with Markov liquidity switching. - Guiyuan Ma; Chi Chung Siu; Sheung Chi Phillip Yam; Zeyu Zhou (Autom., 2023)

Technical Note - Production Management with General Demands and Lost Sales. - Jinhui Han; Xiaolong Li; Suresh P. Sethi; Chi Chung Siu; Sheung Chi Phillip Yam (Oper. Res., 2024)

Technical Note - The Generalized Sethi Advertising Model. - Adrian P. Kennedy; Suresh P. Sethi; Chi Chung Siu; Sheung Chi Phillip Yam (Oper. Res., 2024)