Wu Zhen
2005
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Wu Zhen trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Wu Zhen overall
Papers from Wu Zhen's perspective
Ordered by how strongly the researchers Wu Zhen trusts endorse each paper. Same corpus, a different order for every researcher.
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II (SIAM Journal of Control and Optimization)
- Contributions to the Theory of Optimal Control
- Controlled Markov processes and viscosity solutions
- Consumption--Savings Decisions with Quasi--Geometric Discounting
- Pessimistic Portfolio Allocation and Choquet Expected Utility
- Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints (SIAM Journal of Control and Optimization)
- Prospect Theory and Mean-Variance Analysis
- Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (SIAM Review)
- A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
- Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum