Universal Repetitive Learning Control for Nonparametric Uncertainty and Unknown State-Dependent Control Direction Matrix. - Zaiyue Yang; Sheung Chi Phillip Yam; L. K. Li; Yiwen Wang 002 (IEEE Trans. Autom. Control., 2010)

A mixed Sharpe ratio. - Wai Keung Wong; John Alexander Wright; Sheung Chi Phillip Yam; S. P. Yung (Risk Decis. Anal., 2012)

Linear-Quadratic Time-Inconsistent Mean Field Games. - Alain Bensoussan 001; K. C. J. Sung; Sheung Chi Phillip Yam (Dyn. Games Appl., 2013)

A mean-variance portfolio selection problem subject to a benchmark constraint: An existence result. - Sheung Chi Phillip Yam; S. P. Yung; J. H. Zhou (Risk Decis. Anal., 2013)

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)

Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting. - Alain Bensoussan 001; Kwok Chuen Wong; Sheung Chi Phillip Yam; Siu-Pang Yung (SIAM J. Financial Math., 2014)

Fourier-cosine method for ruin probabilities. - Kwok-Wing Chau; Sheung Chi Phillip Yam; Hailiang Yang (J. Comput. Appl. Math., 2015)

Mean Field Stackelberg Games: Aggregation of Delayed Instructions. - Alain Bensoussan 001; Michael Chau; Sheung Chi Phillip Yam (SIAM J. Control. Optim., 2015)

Optimal asset allocation: Risk and information uncertainty. - Sheung Chi Phillip Yam; Hailiang Yang; Fei Lung Yuen (Eur. J. Oper. Res., 2016)

Linear-Quadratic Mean Field Games. - Alain Bensoussan 001; K. C. J. Sung; Sheung Chi Phillip Yam; Siu-Pang Yung (J. Optim. Theory Appl., 2016)

NonLocal Boundary Value Problems of a Stochastic Variational Inequality Modeling an Elasto-Plastic Oscillator Excited by a Filtered Noise. - Alain Bensoussan 001; Laurent Mertz; Sheung Chi Phillip Yam (SIAM J. Math. Anal., 2016)

Risk-sensitive mean-field-type control. - Alain Bensoussan 001; Boualem Djehiche; Hamidou Tembine; Sheung Chi Phillip Yam (CDC, 2017)

Optimal Liquidation of Child Limit Orders. - Sheung Chi Phillip Yam; W. Zhou (Math. Oper. Res., 2017)

Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays. - Alain Bensoussan 001; Michael Chau; Y. Lai; Sheung Chi Phillip Yam (SIAM J. Control. Optim., 2017)

Utility-Deviation-Risk Portfolio Selection. - Kwok Chuen Wong; Sheung Chi Phillip Yam; H. Zheng (SIAM J. Control. Optim., 2017)

Probabilistic solutions for a class of deterministic optimal allocation problems. - Ka Chun Cheung; Jan Dhaene; Yian Rong; Sheung Chi Phillip Yam (J. Comput. Appl. Math., 2018)

A paradox in time-consistency in the mean-variance problem? - Alain Bensoussan 001; Kwok Chuen Wong; Sheung Chi Phillip Yam (Finance Stochastics, 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)

Machine Learning and Control Theory. - Alain Bensoussan 001; Yiqun Li; Dinh Phan Cao Nguyen; Minh-Binh Tran; Sheung Chi Phillip Yam; Xiang Zhou 001 (CoRR, 2020)

Mean-Field-Type Games with Jump and Regime Switching. - Alain Bensoussan 001; Boualem Djehiche; Hamidou Tembine; Sheung Chi Phillip Yam (Dyn. Games Appl., 2020)

Mean Field Games With Parametrized Followers. - Alain Bensoussan 001; Thomas Cass; Michael Chau; Sheung Chi Phillip Yam (IEEE Trans. Autom. Control., 2020)

Fourier-Cosine Method for Finite-Time Gerber-Shiu Functions. - Xiaolong Li; Yifan Shi; Sheung Chi Phillip Yam; Hailiang Yang (SIAM J. Sci. Comput., 2021)

Satisficing credibility for heterogeneous risks. - Ka Chun Cheung; Sheung Chi Phillip Yam; Yiying Zhang 003 (Eur. J. Oper. Res., 2022)

Relative performance evaluation for dynamic contracts in a large competitive market. - Jinhui Han; Guiyuan Ma; Sheung Chi Phillip Yam (Eur. J. Oper. Res., 2022)

A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management. - Jinhui Han; Sheung Chi Phillip Yam (SIAM J. Control. Optim., 2022)

Value-Gradient Based Formulation of Optimal Control Problem and Machine Learning Algorithm. - Alain Bensoussan 001; Jiayue Han; Sheung Chi Phillip Yam; Xiang Zhou 001 (SIAM J. Numer. Anal., 2023)

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)

Maximum Principle for Mean Field Type Control Problems with General Volatility Functions. - Alain Bensoussan 001; Ziyu Huang; Sheung Chi Phillip Yam (IGTR, 2024)

Mean field analysis of two-party governance: Competition versus cooperation among leaders. - Dantong Chu; Kenneth Tsz Hin Ng; Sheung Chi Phillip Yam; Harry Zheng (Autom., 2025)

Linear Quadratic Extended Mean Field Games and Control Problems. - Alain Bensoussan 001; Joohyun Kim 004; Bohan Li; Sheung Chi Phillip Yam (J. Optim. Theory Appl., 2025)

Extended Mean Field Type Control Theory: A Master Equation Approach with Some Applications. - Alain Bensoussan 001; Joohyun Kim 004; Sheung Chi Phillip Yam (J. Optim. Theory Appl., 2025)