Sheung Chi Phillip Yam

35 papers Journal 34Unranked 1
YearRankTypeTitle / Venue / Authors
2026 J jnl
Optimal advertising and product durability decisions in new product diffusion.
Autom.
Adrian P. Kennedy, Ashutosh Prasad, Suresh P. Sethi, Chi Chung Siu, Sheung Chi Phillip Yam
2025 J jnl
Degenerate Mean Field Type Control with Linear and Unbounded Diffusion, and Their Associated Equations.
SIAM J. Math. Anal.
Alain Bensoussan, Ziyu Huang, Shanjian Tang, Sheung Chi Phillip Yam
2025 J jnl
Extended Mean Field Type Control Theory: A Master Equation Approach with Some Applications.
J. Optim. Theory Appl.
Alain Bensoussan, Joohyun Kim, Sheung Chi Phillip Yam
2025 J jnl
Linear Quadratic Extended Mean Field Games and Control Problems.
J. Optim. Theory Appl.
Alain Bensoussan, Joohyun Kim, Bohan Li, Sheung Chi Phillip Yam
2025 J jnl
Mean field analysis of two-party governance: Competition versus cooperation among leaders.
Autom.
Dantong Chu, Kenneth Tsz Hin Ng, Sheung Chi Phillip Yam, Harry Zheng
2024 J jnl
Maximum Principle for Mean Field Type Control Problems with General Volatility Functions.
IGTR
Alain Bensoussan, Ziyu Huang, Sheung Chi Phillip Yam
2024 J jnl
Technical Note - Production Management with General Demands and Lost Sales.
Oper. Res.
Jinhui Han, Xiaolong Li, Suresh P. Sethi, Chi Chung Siu, Sheung Chi Phillip Yam
2024 J jnl
Technical Note - The Generalized Sethi Advertising Model.
Oper. Res.
Adrian P. Kennedy, Suresh P. Sethi, Chi Chung Siu, Sheung Chi Phillip Yam
2023 J jnl
Dynamic trading with Markov liquidity switching.
Autom.
Guiyuan Ma, Chi Chung Siu, Sheung Chi Phillip Yam, Zeyu Zhou
2023 J jnl
Value-Gradient Based Formulation of Optimal Control Problem and Machine Learning Algorithm.
SIAM J. Numer. Anal.
Alain Bensoussan, Jiayue Han, Sheung Chi Phillip Yam, Xiang Zhou
2022 J jnl
A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management.
SIAM J. Control. Optim.
Jinhui Han, Sheung Chi Phillip Yam
2022 J jnl
Relative performance evaluation for dynamic contracts in a large competitive market.
Eur. J. Oper. Res.
Jinhui Han, Guiyuan Ma, Sheung Chi Phillip Yam
2022 J jnl
Satisficing credibility for heterogeneous risks.
Eur. J. Oper. Res.
Ka Chun Cheung, Sheung Chi Phillip Yam, Yiying Zhang
2021 J jnl
Fourier-Cosine Method for Finite-Time Gerber-Shiu Functions.
SIAM J. Sci. Comput.
Xiaolong Li, Yifan Shi, Sheung Chi Phillip Yam, Hailiang Yang
2020 J jnl
Machine Learning and Control Theory.
CoRR
Alain Bensoussan, Yiqun Li, Dinh Phan Cao Nguyen, Minh-Binh Tran, Sheung Chi Phillip Yam, Xiang Zhou
2020 J jnl
Mean Field Games With Parametrized Followers.
IEEE Trans. Autom. Control.
Alain Bensoussan, Thomas Cass, Michael Chau, Sheung Chi Phillip Yam
2020 J jnl
Mean-Field-Type Games with Jump and Regime Switching.
Dyn. Games Appl.
Alain Bensoussan, Boualem Djehiche, Hamidou Tembine, Sheung Chi Phillip Yam
2019 J jnl
A paradox in time-consistency in the mean-variance problem?
Finance Stochastics
Alain Bensoussan, Kwok Chuen Wong, Sheung Chi Phillip Yam
2019 J jnl
Feedback Stackelberg-Nash Equilibria in Mixed Leadership Games with an Application to Cooperative Advertising.
SIAM J. Control. Optim.
Alain Bensoussan, Shaokuan Chen, Anshuman Chutani, Suresh P. Sethi, Chi Chung Siu, Sheung Chi Phillip Yam
2018 J jnl
Probabilistic solutions for a class of deterministic optimal allocation problems.
J. Comput. Appl. Math.
Ka Chun Cheung, Jan Dhaene, Yian Rong, Sheung Chi Phillip Yam
2017 J jnl
Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays.
SIAM J. Control. Optim.
Alain Bensoussan, Michael Chau, Y. Lai, Sheung Chi Phillip Yam
2017 J jnl
Optimal Liquidation of Child Limit Orders.
Math. Oper. Res.
Sheung Chi Phillip Yam, W. Zhou
2017 — conf
Risk-sensitive mean-field-type control.
CDC
Alain Bensoussan, Boualem Djehiche, Hamidou Tembine, Sheung Chi Phillip Yam
2017 J jnl
Utility-Deviation-Risk Portfolio Selection.
SIAM J. Control. Optim.
Kwok Chuen Wong, Sheung Chi Phillip Yam, H. Zheng
2016 J jnl
Linear-Quadratic Mean Field Games.
J. Optim. Theory Appl.
Alain Bensoussan, K. C. J. Sung, Sheung Chi Phillip Yam, Siu-Pang Yung
2016 J jnl
NonLocal Boundary Value Problems of a Stochastic Variational Inequality Modeling an Elasto-Plastic Oscillator Excited by a Filtered Noise.
SIAM J. Math. Anal.
Alain Bensoussan, Laurent Mertz, Sheung Chi Phillip Yam
2016 J jnl
Optimal asset allocation: Risk and information uncertainty.
Eur. J. Oper. Res.
Sheung Chi Phillip Yam, Hailiang Yang, Fei Lung Yuen
2015 J jnl
Fourier-cosine method for ruin probabilities.
J. Comput. Appl. Math.
Kwok-Wing Chau, Sheung Chi Phillip Yam, Hailiang Yang
2015 J jnl
Mean Field Stackelberg Games: Aggregation of Delayed Instructions.
SIAM J. Control. Optim.
Alain Bensoussan, Michael Chau, Sheung Chi Phillip Yam
2014 J jnl
A class of non-zero-sum stochastic differential investment and reinsurance games.
Autom.
Alain Bensoussan, Chi Chung Siu, Sheung Chi Phillip Yam, Hailiang Yang
2014 J jnl
Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting.
SIAM J. Financial Math.
Alain Bensoussan, Kwok Chuen Wong, Sheung Chi Phillip Yam, Siu-Pang Yung
2013 J jnl
A mean-variance portfolio selection problem subject to a benchmark constraint: An existence result.
Risk Decis. Anal.
Sheung Chi Phillip Yam, S. P. Yung, J. H. Zhou
2013 J jnl
Linear-Quadratic Time-Inconsistent Mean Field Games.
Dyn. Games Appl.
Alain Bensoussan, K. C. J. Sung, Sheung Chi Phillip Yam
2012 J jnl
A mixed Sharpe ratio.
Risk Decis. Anal.
Wai Keung Wong, John Alexander Wright, Sheung Chi Phillip Yam, S. P. Yung
2010 J jnl
Universal Repetitive Learning Control for Nonparametric Uncertainty and Unknown State-Dependent Control Direction Matrix.
IEEE Trans. Autom. Control.
Zaiyue Yang, Sheung Chi Phillip Yam, L. K. Li, Yiwen Wang