Technical Note - Path-Dependent and Randomized Strategies in Barberis' Casino Gambling Model. - Xue Dong He; Sang Hu; Jan Oblój; Xun Yu Zhou (Oper. Res., 2017)

Optimal Exit Time from Casino Gambling: Strategies of Precommitted and Naive Gamblers. - Xue Dong He; Sang Hu; Jan Oblój; Xun Yu Zhou (SIAM J. Control. Optim., 2019)

A Casino Gambling Model Under Cumulative Prospect Theory: Analysis and Algorithm. - Sang Hu; Jan Oblój; Xun Yu Zhou (Manag. Sci., 2023)

Never stop or never start? Optimal stopping under a mixture of CPT and EUT preferences. - Xuedong He; Sang Hu (J. Econ. Theory, 2024)