Shuenn-Jyi Sheu
2000–2006
A researcher in the Science corpus: 4 papers; trusts 3 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Whom Shuenn-Jyi Sheu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Shuenn-Jyi Sheu overall
Papers from Shuenn-Jyi Sheu's perspective
Ordered by how strongly the researchers Shuenn-Jyi Sheu trusts endorse each paper. Same corpus, a different order for every researcher.
- Controlled Markov processes and viscosity solutions
- Risk sensitive asset allocation
- Markov Chain Monte Carlo in Practice
- REPRESENTATIONS OF KNOWLEDGE IN COMPLEX SYSTEMS
- General state space Markov chains and MCMC algorithms
- Risk‐Sensitive Control and an Optimal Investment Model
- Perturbation theory for linear operators
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- A Recursive Modelling Approach to Predicting UK Stock Returns
- Predictability of Stock Returns: Robustness and Economic Significance
Their papers
- Diffusion processes on graphs: stochastic differential equations, large deviation principle (2000) — 111 citations
- ON THE STRUCTURE OF SOLUTIONS OF ERGODIC TYPE BELLMAN EQUATION RELATED TO RISK-SENSITIVE CONTROL (2006) — 69 citations
- Accelerating diffusions (2005) — 139 citations
- Risk‐Sensitive Control and an Optimal Investment Model (2000) — 223 citations