Zengjing Chen

According to our database, Zengjing Chen authored at least 11 papers between 2011 and 2024.

Collaborative distances:

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

2024

A confirmation of a conjecture on Feldman's two-armed bandit problem.

Zengjing Chen, Yiwei Lin, Jichen Zhang

J. Appl. Probab., March, 2024

2023

A central limit theorem, loss aversion and multi-armed bandits.

Zengjing Chen, Larry G. Epstein, Guodong Zhang

J. Econ. Theory, April, 2023

Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional.

Zengjing Chen, Xinwei Feng, Shuhui Liu, Weihai Zhang

Autom., March, 2023

Optimal distributions of rewards for a two-armed slot machine.

Zengjing Chen, Xinwei Feng, Shuhui Liu, Xiaodong Yan

Neurocomputing, 2023

Proofs of the Ethier and Lee slot machine conjectures.

Huaijin Liang, Zengjing Chen

CoRR, 2023

2017

Comonotonic Random Sets and Its Additivity of Choquet Integrals.

Gaofeng Zong, Zengjing Chen, Faisal Shahzad

Int. J. Uncertain. Fuzziness Knowl. Based Syst., 2017

2016

Fubini-Like Theorem of Real-Valued Choquet Integrals for Set-Valued Mappings.

Gaofeng Zong, Zengjing Chen, Yuting Lan

Int. J. Uncertain. Fuzziness Knowl. Based Syst., 2016

2013

A strong law of large numbers for non-additive probabilities.

Zengjing Chen, Panyu Wu, Baoming Li

Int. J. Approx. Reason., 2013

2012

Exponential stability for stochastic differential equation driven by G-Brownian motion.

Defei Zhang, Zengjing Chen

Appl. Math. Lett., 2012

2011

An integral representation theorem of g-expectations.

Zengjing Chen, Agnès Sulem

Risk Decis. Anal., 2011

Strong Laws of Large Numbers for Bernoulli Experiments under Ambiguity.

Zengjing Chen, Panyu Wu

Proceedings of the Nonlinear Mathematics for Uncertainty and its Applications, 2011