Mou-Hsiung Chang

According to our database, Mou-Hsiung Chang authored at least 7 papers between 1999 and 2011.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2011

A Stochastic Portfolio Optimization Model with Bounded Memory.

Mou-Hsiung Chang, Tao Pang, Yipeng Yang

Math. Oper. Res., 2011

2010

An approximation scheme for Black-Scholes equations with delays.

Mou-Hsiung Chang, Tao Pang, Moustapha Pemy

J. Syst. Sci. Complex., 2010

2009

Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients.

Mou-Hsiung Chang, Tao Pang, Jiongmin Yong

SIAM J. Control. Optim., 2009

2006

A decentralized approach to pursuer-evader games with multiple superior evaders.

Mo Wei, Genshe Chen, Jose B. Cruz Jr., L. Hayes, Mou-Hsiung Chang

Proceedings of the IEEE Intelligent Transportation Systems Conference, 2006

Power Control for Mobile Communications With Delayed State Information in Heavy Traffic.

Yipeng Yang, Robert Buche, Mou-Hsiung Chang, Vahid Ramezani

Proceedings of the 45th IEEE Conference on Decision and Control, 2006

2005

A Hierarchical Approach To Multi-Player Pursuit-Evasion Differential Games.

Dongxu Li, Jose B. Cruz Jr., Genshe Chen, Chiman Kwan, Mou-Hsiung Chang

Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

1999

The European option with hereditary price structures: Basic theory.

Mou-Hsiung Chang, Roger K. Youree

Appl. Math. Comput., 1999