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## Liu, RongHua

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 Author ID: liu.ronghua Published as: Liu, R.; Liu, R. H.; Liu, R.-H.; Liu, RongHua; Liu, Ronghua
 Documents Indexed: 41 Publications since 1966
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#### Co-Authors

 0 single-authored 2 Wang, Fanglei 1 An, Yukun 1 Gao, Yanbo 1 Li, Tiejian 1 Liang, Zhenguo 1 Ru, Yuanfang 1 Shang, YiZi 1 Wang, Guangqian 1 Wang, Hanquan 1 Zhang, Cheng 1 Zhang, Li 1 Zhao, Min

#### Serials

 1 Mathematical Methods in the Applied Sciences 1 IMA Journal of Mathematical Control and Information 1 Computational and Applied Mathematics 1 Turkish Journal of Mathematics 1 Science China. Technological Sciences
all top 5

#### Fields

 2 Ordinary differential equations (34-XX) 2 Partial differential equations (35-XX) 2 Operator theory (47-XX) 2 Systems theory; control (93-XX) 1 Numerical analysis (65-XX) 1 Fluid mechanics (76-XX) 1 Statistical mechanics, structure of matter (82-XX)

#### Citations contained in zbMATH

23 Publications have been cited 181 times in 119 Documents Cited by Year
Optimality of $$(s,S)$$ policy with compound Poisson and diffusion demands: A quasi-variational inequalities approach. Zbl 1151.90304
Bensoussan, Alain; Liu, R. H.; Sethi, Suresh P.
2006
New numerical scheme for pricing American option with regime-switching. Zbl 1204.91127
Khaliq, A. Q. M.; Liu, R. H.
2009
Regime-switching recombining tree for option pricing. Zbl 1233.91284
Liu, R. H.
2010
A lattice method for option pricing with two underlying assets in the regime-switching model. Zbl 1285.91143
Liu, R. H.; Zhao, J. L.
2013
Solving complex PDE systems for pricing American options with regime-switching by efficient exponential time differencing schemes. Zbl 1282.91377
Khaliq, A. Q. M.; Kleefeld, B.; Liu, R. H.
2013
A new tree method for pricing financial derivatives in a regime-switching mean-reverting model. Zbl 1254.91726
Liu, R. H.
2012
Pricing American options under multi-state regime switching with an efficient $$L$$-stable method. Zbl 1386.91168
Yousuf, M.; Khaliq, A. Q. M.; Liu, R. H.
2015
A tree approach to options pricing under regime-switching jump diffusion models. Zbl 1335.91106
Liu, R. H.; Nguyen, D.
2015
Bounded-input bounded-output stability of nonlinear time-varying differential systems. Zbl 0196.46101
Varaiya, P. P.; Liu, R.
1966
A recombining tree method for option pricing with state-dependent switching rates. Zbl 1337.91102
Jiang, J. X.; Liu, R. H.; Nguyen, D.
2016
Response of Duffing system with delayed feedback control under bounded noise excitation. Zbl 1293.70074
Feng, Chang Shui; Liu, R.
2012
Dissipative lag synchronization of chaotic Lur’e systems with unknown disturbances. Zbl 1397.93047
Zhao, Min; Liu, Ronghua; Gao, Yanbo
2017
Generalized Christoffel functions for Jacobi-exponential weights on $$[-1, 1]$$. Zbl 1374.42050
Liu, R.; Shi, Y. G.
2016
Optimal stopping of switching diffusions with state dependent switching rates. Zbl 1337.60075
Liu, R. H.
2016
Minimal dimension realization and identifiability of input-output sequences. Zbl 0353.93028
Liu, R.; Suen, Lai Cherng
1977
A finite-horizon optimal investment and consumption problem using regime-switching models. Zbl 1305.91223
Liu, R. H.
2014
A lower bound on the chromatic number of a graph. Zbl 0233.05105
Myers, B. R.; Liu, R.
1972
On global linearization. Zbl 0244.93015
Liu, R.; Saeks, R.; Leake, R. J.
1971
Transient flow control for an artificial open channel based on finite difference method. Zbl 1237.76020
Shang, YiZi; Liu, RongHua; Li, TieJian; Zhang, Cheng; Wang, GuangQian
2011
Large-deflection bending of symmetrically laminated rectilinearly orthotropic elliptical plates including transverse shear. Zbl 0893.73026
Liu, R.-H.; Xu, J.-C.; Zhai, S.-Z.
1997
A necessary and sufficient condition for stability of a perturbed system. Zbl 0611.93051
Huang, Qiu; Liu, R.
1987
A necessary and sufficient condition for feedback stabilization in a factorial ring. Zbl 0543.93055
Raman, Vijay R.; Liu, R.
1984
Determination of the structure of multivariable stochastic linear systems. Zbl 0384.93012
Suen, Lai Cherng; Liu, R.
1978
Dissipative lag synchronization of chaotic Lur’e systems with unknown disturbances. Zbl 1397.93047
Zhao, Min; Liu, Ronghua; Gao, Yanbo
2017
A recombining tree method for option pricing with state-dependent switching rates. Zbl 1337.91102
Jiang, J. X.; Liu, R. H.; Nguyen, D.
2016
Generalized Christoffel functions for Jacobi-exponential weights on $$[-1, 1]$$. Zbl 1374.42050
Liu, R.; Shi, Y. G.
2016
Optimal stopping of switching diffusions with state dependent switching rates. Zbl 1337.60075
Liu, R. H.
2016
Pricing American options under multi-state regime switching with an efficient $$L$$-stable method. Zbl 1386.91168
Yousuf, M.; Khaliq, A. Q. M.; Liu, R. H.
2015
A tree approach to options pricing under regime-switching jump diffusion models. Zbl 1335.91106
Liu, R. H.; Nguyen, D.
2015
A finite-horizon optimal investment and consumption problem using regime-switching models. Zbl 1305.91223
Liu, R. H.
2014
A lattice method for option pricing with two underlying assets in the regime-switching model. Zbl 1285.91143
Liu, R. H.; Zhao, J. L.
2013
Solving complex PDE systems for pricing American options with regime-switching by efficient exponential time differencing schemes. Zbl 1282.91377
Khaliq, A. Q. M.; Kleefeld, B.; Liu, R. H.
2013
A new tree method for pricing financial derivatives in a regime-switching mean-reverting model. Zbl 1254.91726
Liu, R. H.
2012
Response of Duffing system with delayed feedback control under bounded noise excitation. Zbl 1293.70074
Feng, Chang Shui; Liu, R.
2012
Transient flow control for an artificial open channel based on finite difference method. Zbl 1237.76020
Shang, YiZi; Liu, RongHua; Li, TieJian; Zhang, Cheng; Wang, GuangQian
2011
Regime-switching recombining tree for option pricing. Zbl 1233.91284
Liu, R. H.
2010
New numerical scheme for pricing American option with regime-switching. Zbl 1204.91127
Khaliq, A. Q. M.; Liu, R. H.
2009
Optimality of $$(s,S)$$ policy with compound Poisson and diffusion demands: A quasi-variational inequalities approach. Zbl 1151.90304
Bensoussan, Alain; Liu, R. H.; Sethi, Suresh P.
2006
Large-deflection bending of symmetrically laminated rectilinearly orthotropic elliptical plates including transverse shear. Zbl 0893.73026
Liu, R.-H.; Xu, J.-C.; Zhai, S.-Z.
1997
A necessary and sufficient condition for stability of a perturbed system. Zbl 0611.93051
Huang, Qiu; Liu, R.
1987
A necessary and sufficient condition for feedback stabilization in a factorial ring. Zbl 0543.93055
Raman, Vijay R.; Liu, R.
1984
Determination of the structure of multivariable stochastic linear systems. Zbl 0384.93012
Suen, Lai Cherng; Liu, R.
1978
Minimal dimension realization and identifiability of input-output sequences. Zbl 0353.93028
Liu, R.; Suen, Lai Cherng
1977
A lower bound on the chromatic number of a graph. Zbl 0233.05105
Myers, B. R.; Liu, R.
1972
On global linearization. Zbl 0244.93015
Liu, R.; Saeks, R.; Leake, R. J.
1971
Bounded-input bounded-output stability of nonlinear time-varying differential systems. Zbl 0196.46101
Varaiya, P. P.; Liu, R.
1966
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#### Cited by 203 Authors

 7 Bensoussan, Alain 7 Ma, Jingtang 7 Yamazaki, Kazutoshi 4 Benkherouf, Lakdere 4 Khaliq, Abdul Q. M. 4 Pérez Garmendia, Jose Luis 4 Yao, Dacheng 4 Zhou, Zhiqiang 3 Company, Rafael 3 Ding, Deng 3 Egorova, Vera N. 3 Jódar Sanchez, Lucas Antonio 3 Liu, Rong 3 Liu, RongHua 2 Ahmadi, Zaniar 2 Azari, Hossein 2 Ballestra, Luca Vincenzo 2 Bayraktar, Erhan 2 Cecere, Liliana 2 Chen, Xu 2 Cui, Zhenyu 2 Escobar, Marcos 2 Foroush Bastani, Ali 2 Haghi, Majid 2 Hernández-Hernández, Daniel 2 Hosseini, Seyed Mohammad 2 Johnson, Michael James 2 Lei, Siulong 2 Liu, Jingzhen 2 Liu, Ruihua 2 Liu, Ruoheng 2 Ma, Zhidan 2 Mollapourasl, Reza 2 Neykova, Daniela 2 Ning, Lijuan 2 Sethi, Suresh P. 2 Skaaning, Sonny 2 Soleymani, Fazlollah 2 Tangman, Désiré Yannick 2 Thakoor, Nawdha 2 Tour, Geraldine 2 Wang, Wenfei 2 Weerasinghe, Ananda P. N. 2 Yiu, Ka Fai Cedric 2 Yousuf, Muhammad Irfan 2 Zagst, Rudi 2 Zeng, Xiangchen 2 Zhu, Chao 2 Zhu, Songping 1 Albrecher, Hansjörg 1 Alrabeei, Salah 1 Alsaadi, Fuad Eid S. 1 Al-saedi, Ahmed Eid Salem 1 Altarovici, Albert 1 Asante-Asamani, E. O. 1 Azcue, Pablo 1 Bacciotti, Andrea 1 Barron, Yonit 1 Baurdoux, Erik Jan 1 Berntsson, Fredrik 1 Boukabou, Abdelkrim 1 Boulkroune, Abdesselem 1 Çakanyıldırım, Metin 1 Cao, Jinde 1 Cao, Ping 1 Chahim, Mohammed 1 Chang, Che-Yao 1 Chao, Kwong-Shu 1 Chen, Borsen 1 Chen, Fei 1 Chen, LinCong 1 Chen, Po-Wei 1 Chen, Xiaoshan 1 Chen, Zhen-Qing 1 Choe, Hee-Hwan 1 Chutani, Anshuman 1 Dai, J. G. (Jim) 1 Davison, Edward Joseph 1 Đinh Nho Hào 1 Edwards, Christopher S. 1 El Fakharany, Mohamed 1 El-Sherief, Hossny 1 Elphick, C. H. 1 Evarest, Emmanuel 1 Faghidian, S. Ali 1 Feng, Gang 1 Florescu, Ionuţ 1 Furuta, Katsuhisa 1 Gao, Xuemei 1 Gharbi, Ali 1 Goldwyn, Roger M. 1 Haghani, Adel 1 Hamel, Sarah 1 Han, Youngchul 1 Han, Zhengzhi 1 Hartl, Richard F. 1 Hatakeyama, Shoshiro 1 Heidari, Sajad 1 Heidari, Shahrokh 1 Helmes, Kurt L. ...and 103 more Authors
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#### Cited in 63 Serials

 9 Computers & Mathematics with Applications 8 Journal of Computational and Applied Mathematics 8 SIAM Journal on Control and Optimization 6 Automatica 5 International Journal of Theoretical and Applied Finance 4 International Journal of Computer Mathematics 3 Insurance Mathematics & Economics 3 Operations Research Letters 3 Journal of Scientific Computing 3 European Journal of Operational Research 3 Stochastic Processes and their Applications 3 Mathematical Problems in Engineering 2 International Journal of Control 2 Applied Numerical Mathematics 2 Numerical Methods for Partial Differential Equations 2 Annals of Operations Research 2 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 2 Discrete Dynamics in Nature and Society 2 Discrete and Continuous Dynamical Systems. Series B 2 Stochastic Models 2 Advances in Difference Equations 1 Acta Mechanica 1 Discrete Applied Mathematics 1 Journal of Computational Physics 1 Mathematical Biosciences 1 Chaos, Solitons and Fractals 1 Applied Mathematics and Optimization 1 BIT 1 Journal of Econometrics 1 Journal of Optimization Theory and Applications 1 Mathematics of Operations Research 1 Mathematica Slovaca 1 Operations Research 1 Systems & Control Letters 1 Acta Mathematicae Applicatae Sinica. English Series 1 Computers & Operations Research 1 Asia-Pacific Journal of Operational Research 1 Journal of Economic Dynamics & Control 1 Applied Mathematics Letters 1 Mathematical and Computer Modelling 1 MCSS. Mathematics of Control, Signals, and Systems 1 Journal of Applied Mathematics and Stochastic Analysis 1 Computational and Applied Mathematics 1 Monte Carlo Methods and Applications 1 Bernoulli 1 INFORMS Journal on Computing 1 European Journal of Control 1 Nonlinear Dynamics 1 Abstract and Applied Analysis 1 Mathematical Methods of Operations Research 1 Methodology and Computing in Applied Probability 1 Nonlinear Analysis. Real World Applications 1 Quantitative Finance 1 Stochastics 1 International Journal of Control, I. Series 1 Nonlinear Analysis. Hybrid Systems 1 Science China. Technological Sciences 1 Annals of Finance 1 S$$\vec{\text{e}}$$MA Journal 1 Journal of Applied Analysis and Computation 1 Stochastic Systems 1 Journal of Mathematics 1 Open Mathematics
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#### Cited in 21 Fields

 55 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 50 Probability theory and stochastic processes (60-XX) 45 Systems theory; control (93-XX) 35 Numerical analysis (65-XX) 24 Operations research, mathematical programming (90-XX) 16 Calculus of variations and optimal control; optimization (49-XX) 12 Partial differential equations (35-XX) 9 Ordinary differential equations (34-XX) 4 Biology and other natural sciences (92-XX) 3 Real functions (26-XX) 3 Special functions (33-XX) 3 Integral transforms, operational calculus (44-XX) 2 Combinatorics (05-XX) 2 Integral equations (45-XX) 2 Mechanics of particles and systems (70-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Computer science (68-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX)