Shuenn-Jyi Sheu

According to our database, Shuenn-Jyi Sheu authored at least 6 papers between 2005 and 2020.

Collaborative distances:

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

2020

Mean field social optimization: feedback person-by-person optimality and the master equation.

Minyi Huang, Shuenn-Jyi Sheu, Li-Hsien Sun

Proceedings of the 59th IEEE Conference on Decision and Control, 2020

2018

An Optimal Consumption Problem for General Factor Models.

Hiroaki Hata, Hideo Nagai, Shuenn-Jyi Sheu

SIAM J. Control. Optim., 2018

2013

Large Time Behavior of Solutions of Hamilton-Jacobi-Bellman Equations with Quadratic Nonlinearity in Gradients.

Naoyuki Ichihara, Shuenn-Jyi Sheu

SIAM J. Math. Anal., 2013

2012

On the Hamilton-Jacobi-Bellman Equation for an Optimal Consumption Problem: II. Verification Theorem.

Hiroaki Hata, Shuenn-Jyi Sheu

SIAM J. Control. Optim., 2012

On the Hamilton-Jacobi-Bellman Equation for an Optimal Consumption Problem: I. Existence of Solution.

Hiroaki Hata, Shuenn-Jyi Sheu

SIAM J. Control. Optim., 2012

2005

Risk Sensitive Portfolio Management with Cox--Ingersoll--Ross Interest Rates: The HJB Equation.

Tomasz R. Bielecki, Stanley R. Pliska, Shuenn-Jyi Sheu

SIAM J. Control. Optim., 2005