Huafu Liao

According to our database¹, Huafu Liao authored at least 3 papers between 2019 and 2022.

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2022

Large Sample Mean-Field Stochastic Optimization.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., August, 2022

2021

Optimal Tracking Portfolio with a Ratcheting Capital Benchmark.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2021

2019

Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2019