Chuhao Sun
- Optimal ergodic harvesting under ambiguity
2021/04/21 by Asaf Cohen, Cohen, Asaf, Alexandru Hening +3 · 3 citations
Decision Sciences · #FOS: Biological sciences #FOS: Mathematics #Optimization and Control (math.OC) #Populations and Evolution (q-bio.PE) #Risk and Portfolio Optimization
- Existence of Optimal Stationary Singular Controls and Mean Field Game Equilibria
2024/04/11 by Asaf Cohen, Chuhao Sun, Cohen, Asaf +1 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · #Auction Theory and Applications #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications