Edit Profile (opens in new tab) Shen, Yang Compute Distance To: Compute Author ID: shen.yang Published as: Shen, Yang Documents Indexed: 82 Publications since 1986 Co-Authors: 67 Co-Authors with 67 Joint Publications 2,834 Co-Co-Authors all top 5 Co-Authors 2 single-authored 13 Siu, Tak Kuen 7 Zeng, Yan 6 Meng, Qingxin 5 Fan, Kun 5 Wei, Jiaqin 4 Chen, Lv 4 Liu, Kefeng 4 Wang, Rongming 4 Zhao, Qian 3 Qian, Linyi 3 Zhang, Xin 3 Zhao, Hui 2 Barnett, David M. 2 Chen, Zhihua 2 Li, Danping 2 Liu, Hai 2 Ma, Lizhuang 2 Navlakha, Saket 2 Pinsky, Peter M. 2 Sherris, Michael 2 Shi, Peng 2 Su, Jianxi 2 Wang, Wei 2 Yang, Jiazhong 2 Zou, Bin 1 Bai, Ruiliang 1 Bao, Yanxia 1 Branscomb, David J. 1 Breig, W. F. 1 Cai, Xuan 1 Chandrashekhara, K. 1 Chen, Xiaojing 1 Chen, Yongjie 1 Dasgupta, Sanjoy 1 Dong, Jiali 1 Du, Zhao-bo 1 Füchslin, Rudolf M. 1 Gibbs, B. M. 1 Golnaraghi, M. Farid 1 Gu, Ailing 1 Hainaut, Donatien 1 Han, Yi 1 Heppler, Glenn R. 1 Huang, Wei 1 Jankowski, Daniel F. 1 Kang, Yuxin 1 Li, Aiqun 1 Li, Bin 1 Lin, Weiyao 1 Lin, Yingzhen 1 Liu, Quanhui 1 Lü, Ke 1 Meier, P. F. 1 Meng, Hui 1 Mittelmann, Hans Detlef 1 Neitzel, G. Paul 1 Oliver, L. R. 1 Paschalidis, Ioannis Ch. 1 Qian, Xinjie 1 Shen, Chi-bing 1 Vajda, Sandor 1 Vakili, Pirooz 1 Viens, Frederi G. 1 Wang, Jingdong 1 Wang, Julia 1 Wang, Meijiao 1 Wang, Pei 1 Wang, Shuai 1 Wang, Xin 1 Wen, Zaiwen 1 Weng, Chengguo 1 Wu, Han 1 Wu, Jianxin 1 Xu, Junhong 1 Xu, Mingliang 1 Xun, Da-Mao 1 Yan, Jiaqi 1 Yan, Junchi 1 Yang, Zhixin 1 Yu, Xingying 1 Zhang, Ling 1 Zhang, Wenjun 1 Zhang, Yin 1 Zhao, Yue 1 Zheng, Yaqin 1 Ziveyi, Jonathan all top 5 Serials 14 Insurance Mathematics & Economics 3 Journal of Computational and Applied Mathematics 3 Operations Research Letters 3 Scandinavian Actuarial Journal 3 Journal of Industrial and Management Optimization 2 International Journal of Control 2 International Journal of Engineering Science 2 Information Processing Letters 2 Applied Mathematics and Optimization 2 Automatica 2 Science China. Mathematics 1 Computers and Fluids 1 European Journal of Physics 1 International Journal of Non-Linear Mechanics 1 International Journal of Solids and Structures 1 Journal of Fluid Mechanics 1 Journal of Mathematical Analysis and Applications 1 Journal of Sound and Vibration 1 Physics Letters. A 1 IEEE Transactions on Automatic Control 1 Journal of Algebra 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Systems & Control Letters 1 Statistics & Probability Letters 1 Applied Numerical Mathematics 1 Journal of Systems Science and Mathematical Sciences 1 Mathematical and Computer Modelling 1 Annals of Operations Research 1 Neural Computation 1 Communications in Statistics. Simulation and Computation 1 Communications in Statistics. Theory and Methods 1 European Journal of Operational Research 1 Proceedings of the National Academy of Sciences of the United States of America 1 Engineering Analysis with Boundary Elements 1 Discrete and Continuous Dynamical Systems 1 Mathematical Problems in Engineering 1 Journal of Vibration and Control 1 Optimization Methods & Software 1 Advances in Theoretical and Mathematical Physics 1 Discrete Dynamics in Nature and Society 1 Qualitative Theory of Dynamical Systems 1 IEEE Transactions on Image Processing 1 Quantitative Finance 1 Discrete and Continuous Dynamical Systems. Series B 1 Journal of Systems Science and Complexity 1 IMA Journal of Management Mathematics 1 ASTIN Bulletin 1 North American Actuarial Journal 1 International Journal of Geometric Methods in Modern Physics 1 SIAM Journal on Financial Mathematics 1 Mathematical Control and Related Fields all top 5 Fields 43 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 21 Probability theory and stochastic processes (60-XX) 19 Systems theory; control (93-XX) 10 Calculus of variations and optimal control; optimization (49-XX) 8 Operations research, mathematical programming (90-XX) 6 Mechanics of deformable solids (74-XX) 4 Several complex variables and analytic spaces (32-XX) 3 Algebraic geometry (14-XX) 3 Ordinary differential equations (34-XX) 3 Statistics (62-XX) 3 Numerical analysis (65-XX) 3 Computer science (68-XX) 3 Mechanics of particles and systems (70-XX) 3 Fluid mechanics (76-XX) 3 Biology and other natural sciences (92-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Optics, electromagnetic theory (78-XX) 2 Information and communication theory, circuits (94-XX) 1 Associative rings and algebras (16-XX) 1 Group theory and generalizations (20-XX) 1 Functions of a complex variable (30-XX) 1 Partial differential equations (35-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) 1 Differential geometry (53-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Quantum theory (81-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 52 Publications have been cited 517 times in 309 Documents Cited by ▼ Year ▼ Augmented Lagrangian alternating direction method for matrix separation based on low-rank factorization. Zbl 1285.90068Shen, Y.; Wen, Z.; Zhang, Yin 44 2014 Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process. Zbl 1318.91123Shen, Yang; Zeng, Yan 43 2015 Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance. Zbl 1296.93205Shen, Yang; Meng, Qingxin; Shi, Peng 39 2014 Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security. Zbl 1331.91105Zhao, Hui; Shen, Yang; Zeng, Yan 34 2016 Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach. Zbl 1304.91132Shen, Yang; Zeng, Yan 30 2014 The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem. Zbl 1279.49015Shen, Yang; Siu, Tak Kuen 30 2013 On a new paradigm of optimal reinsurance: a stochastic Stackelberg differential game between an insurer and a reinsurer. Zbl 1390.91170Chen, Lv; Shen, Yang 21 2018 Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach. Zbl 1312.49028Meng, Qingxin; Shen, Yang 20 2015 Mean-variance portfolio selection under a constant elasticity of variance model. Zbl 1408.91203Shen, Yang; Zhang, Xin; Siu, Tak Kuen 17 2014 Pricing annuity guarantees under a double regime-switching model. Zbl 1318.91111Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming 17 2015 Longevity bond pricing under stochastic interest rate and mortality with regime-switching. Zbl 1291.91212Shen, Yang; Siu, Tak Kuen 15 2013 Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching. Zbl 1264.91129Shen, Yang; Siu, Tak Kuen 15 2013 Torsion of a functionally graded material. Zbl 1423.74410Shen, Yang; Chen, Yongjie; Li, Li 13 2016 Energy stability of thermocapillary convection in a model of the float- zone crystal-growth process. Zbl 0706.76049Shen, Y.; Neitzel, G. P.; Jankowski, D. F.; Mittelmann, H. D. 13 1990 Mean-variance portfolio selection in a complete market with unbounded random coefficients. Zbl 1377.93180Shen, Yang 13 2015 Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility. Zbl 1398.91339Li, Danping; Shen, Yang; Zeng, Yan 13 2018 Optimal investment-consumption-insurance with random parameters. Zbl 1401.91193Shen, Yang; Wei, Jiaqin 12 2016 Consumption-investment strategies with non-exponential discounting and logarithmic utility. Zbl 1338.91139Zhao, Qian; Shen, Yang; Wei, Jiaqin 12 2014 Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework. Zbl 1425.91217Chen, Lv; Shen, Yang 10 2019 Semi-active vibration control schemes for suspension systems using magnetorheological dampers. Zbl 1182.70074Shen, Y.; Golnaraghi, M. F.; Heppler, G. R. 9 2006 Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options. Zbl 1369.91195Shen, Yang; Sherris, Michael; Ziveyi, Jonathan 7 2016 Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models. Zbl 1367.60088Zhao, Hui; Weng, ChengGuo; Shen, Yang; Zeng, Yan 7 2017 Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model. Zbl 1290.60066Shen, Yang; Siu, Tak Kuen 7 2013 A new multiscale algorithm for solving second order boundary value problems. Zbl 1442.65135Zheng, Yaqin; Lin, Yingzhen; Shen, Yang 6 2020 Optimal control for stochastic delay evolution equations. Zbl 1347.49040Meng, Qingxin; Shen, Yang 6 2016 Finite element analysis of V-ribbed belts using neural network based hyperelastic material model. Zbl 1349.74280Shen, Y.; Chandrashekhara, K.; Breig, W. F.; Oliver, L. R. 4 2005 Lifetime asset allocation with idiosyncratic and systematic mortality risks. Zbl 1416.91221Shen, Yang; Sherris, Michael 4 2018 Pricing dynamic fund protection under hidden Markov models. Zbl 1473.91014Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming 4 2018 Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion. Zbl 1425.91238Zhao, Hui; Shen, Yang; Zeng, Yan; Zhang, Wenjun 4 2019 An FFT approach for option pricing under a regime-switching stochastic interest rate model. Zbl 1369.91178Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming 4 2017 Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model. Zbl 1414.91389Siu, Tak Kuen; Shen, Yang 4 2017 An efficient algorithm to determine fractal dimensions of point sets. Zbl 0969.37529Füchslin, R. M.; Shen, Y.; Meier, P. F. 3 2001 Mean-variance asset-liability management problem under non-Markovian regime-switching models. Zbl 1443.91324Shen, Yang; Wei, Jiaqin; Zhao, Qian 3 2020 Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model. Zbl 1447.91139Gu, Ailing; Viens, Frederi G.; Shen, Yang 3 2020 Bond and option pricing for interest rate model with clustering effects. Zbl 1400.91626Zhang, Xin; Xiong, Jie; Shen, Yang 3 2018 Constrained investment-reinsurance optimization with regime switching under variance premium principle. Zbl 1371.91083Chen, Lv; Qian, Linyi; Shen, Yang; Wang, Wei 3 2016 A revisit to stochastic near-optimal controls: the critical case. Zbl 1327.93420Meng, Qingxin; Shen, Yang 3 2015 Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model. Zbl 1362.93168Shen, Yang; Siu, Tak Kuen 3 2017 Hodge metric completion of the moduli space of Calabi-Yau manifolds. Zbl 1387.32031Liu, Kefeng; Shen, Yang 2 2017 Life-cycle planning with ambiguous economics and mortality risks. Zbl 1429.91283Shen, Yang; Su, Jianxi 2 2019 SDU: a semidefinite programming-based underestimation method for stochastic global optimization in protein docking. Zbl 1366.90233Paschalidis, Ioannis Ch.; Shen, Yang; Vakili, Pirooz; Vajda, Sandor 2 2007 A probability distribution and convergence of the consistency index u in the analytic hierarchy process. Zbl 0714.60012Shen, Y. 2 1990 On relation between geometric momentum and annihilation operators on a two-dimensional sphere. Zbl 1282.81116Liu, Q. H.; Shen, Y.; Xun, D. M.; Wang, X. 2 2013 Valuation of risk-based premium of DB pension plan with terminations. Zbl 1411.91310Qian, Linyi; Shen, Yang; Wang, Wei; Yang, Zhixin 1 2019 Simulation of crack propagation in fiber-reinforced bulk metallic glasses. Zbl 1183.74243Zheng, G. P.; Shen, Y. 1 2010 Mean-variance investment and risk control strategies – a time-consistent approach via a forward auxiliary process. Zbl 1460.91239Shen, Yang; Zou, Bin 1 2021 \(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching. Zbl 1460.93028Wang, Meijiao; Meng, Qingxin; Shen, Yang 1 2021 Portfolio selection with regime-switching and state-dependent preferences. Zbl 1426.91259Wei, Jiaqin; Shen, Yang; Zhao, Qian 1 2020 How do capital structure and economic regime affect fair prices of bank’s equity and liabilities? Zbl 1416.91396Hainaut, Donatien; Shen, Yang; Zeng, Yan 1 2018 Learning correspondence structures for person re-identification. Zbl 1409.94359Lin, Weiyao; Shen, Yang; Yan, Junchi; Xu, Mingliang; Wu, Jianxin; Wang, Jingdong; Lu, Ke 1 2017 Applications of the affine structures on the Teichmüller spaces. Zbl 1408.32015Liu, Kefeng; Shen, Yang; Chen, Xiaojing 1 2016 On a Markov chain approximation method for option pricing with regime switching. Zbl 1325.91052Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming 1 2016 Mean-variance investment and risk control strategies – a time-consistent approach via a forward auxiliary process. Zbl 1460.91239Shen, Yang; Zou, Bin 1 2021 \(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching. Zbl 1460.93028Wang, Meijiao; Meng, Qingxin; Shen, Yang 1 2021 A new multiscale algorithm for solving second order boundary value problems. Zbl 1442.65135Zheng, Yaqin; Lin, Yingzhen; Shen, Yang 6 2020 Mean-variance asset-liability management problem under non-Markovian regime-switching models. Zbl 1443.91324Shen, Yang; Wei, Jiaqin; Zhao, Qian 3 2020 Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model. Zbl 1447.91139Gu, Ailing; Viens, Frederi G.; Shen, Yang 3 2020 Portfolio selection with regime-switching and state-dependent preferences. Zbl 1426.91259Wei, Jiaqin; Shen, Yang; Zhao, Qian 1 2020 Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework. Zbl 1425.91217Chen, Lv; Shen, Yang 10 2019 Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion. Zbl 1425.91238Zhao, Hui; Shen, Yang; Zeng, Yan; Zhang, Wenjun 4 2019 Life-cycle planning with ambiguous economics and mortality risks. Zbl 1429.91283Shen, Yang; Su, Jianxi 2 2019 Valuation of risk-based premium of DB pension plan with terminations. Zbl 1411.91310Qian, Linyi; Shen, Yang; Wang, Wei; Yang, Zhixin 1 2019 On a new paradigm of optimal reinsurance: a stochastic Stackelberg differential game between an insurer and a reinsurer. Zbl 1390.91170Chen, Lv; Shen, Yang 21 2018 Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility. Zbl 1398.91339Li, Danping; Shen, Yang; Zeng, Yan 13 2018 Lifetime asset allocation with idiosyncratic and systematic mortality risks. Zbl 1416.91221Shen, Yang; Sherris, Michael 4 2018 Pricing dynamic fund protection under hidden Markov models. Zbl 1473.91014Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming 4 2018 Bond and option pricing for interest rate model with clustering effects. Zbl 1400.91626Zhang, Xin; Xiong, Jie; Shen, Yang 3 2018 How do capital structure and economic regime affect fair prices of bank’s equity and liabilities? Zbl 1416.91396Hainaut, Donatien; Shen, Yang; Zeng, Yan 1 2018 Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models. Zbl 1367.60088Zhao, Hui; Weng, ChengGuo; Shen, Yang; Zeng, Yan 7 2017 An FFT approach for option pricing under a regime-switching stochastic interest rate model. Zbl 1369.91178Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming 4 2017 Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model. Zbl 1414.91389Siu, Tak Kuen; Shen, Yang 4 2017 Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model. Zbl 1362.93168Shen, Yang; Siu, Tak Kuen 3 2017 Hodge metric completion of the moduli space of Calabi-Yau manifolds. Zbl 1387.32031Liu, Kefeng; Shen, Yang 2 2017 Learning correspondence structures for person re-identification. Zbl 1409.94359Lin, Weiyao; Shen, Yang; Yan, Junchi; Xu, Mingliang; Wu, Jianxin; Wang, Jingdong; Lu, Ke 1 2017 Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security. Zbl 1331.91105Zhao, Hui; Shen, Yang; Zeng, Yan 34 2016 Torsion of a functionally graded material. Zbl 1423.74410Shen, Yang; Chen, Yongjie; Li, Li 13 2016 Optimal investment-consumption-insurance with random parameters. Zbl 1401.91193Shen, Yang; Wei, Jiaqin 12 2016 Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options. Zbl 1369.91195Shen, Yang; Sherris, Michael; Ziveyi, Jonathan 7 2016 Optimal control for stochastic delay evolution equations. Zbl 1347.49040Meng, Qingxin; Shen, Yang 6 2016 Constrained investment-reinsurance optimization with regime switching under variance premium principle. Zbl 1371.91083Chen, Lv; Qian, Linyi; Shen, Yang; Wang, Wei 3 2016 Applications of the affine structures on the Teichmüller spaces. Zbl 1408.32015Liu, Kefeng; Shen, Yang; Chen, Xiaojing 1 2016 On a Markov chain approximation method for option pricing with regime switching. Zbl 1325.91052Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming 1 2016 Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process. Zbl 1318.91123Shen, Yang; Zeng, Yan 43 2015 Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach. Zbl 1312.49028Meng, Qingxin; Shen, Yang 20 2015 Pricing annuity guarantees under a double regime-switching model. Zbl 1318.91111Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming 17 2015 Mean-variance portfolio selection in a complete market with unbounded random coefficients. Zbl 1377.93180Shen, Yang 13 2015 A revisit to stochastic near-optimal controls: the critical case. Zbl 1327.93420Meng, Qingxin; Shen, Yang 3 2015 Augmented Lagrangian alternating direction method for matrix separation based on low-rank factorization. Zbl 1285.90068Shen, Y.; Wen, Z.; Zhang, Yin 44 2014 Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance. Zbl 1296.93205Shen, Yang; Meng, Qingxin; Shi, Peng 39 2014 Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach. Zbl 1304.91132Shen, Yang; Zeng, Yan 30 2014 Mean-variance portfolio selection under a constant elasticity of variance model. Zbl 1408.91203Shen, Yang; Zhang, Xin; Siu, Tak Kuen 17 2014 Consumption-investment strategies with non-exponential discounting and logarithmic utility. Zbl 1338.91139Zhao, Qian; Shen, Yang; Wei, Jiaqin 12 2014 The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem. Zbl 1279.49015Shen, Yang; Siu, Tak Kuen 30 2013 Longevity bond pricing under stochastic interest rate and mortality with regime-switching. Zbl 1291.91212Shen, Yang; Siu, Tak Kuen 15 2013 Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching. Zbl 1264.91129Shen, Yang; Siu, Tak Kuen 15 2013 Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model. Zbl 1290.60066Shen, Yang; Siu, Tak Kuen 7 2013 On relation between geometric momentum and annihilation operators on a two-dimensional sphere. Zbl 1282.81116Liu, Q. H.; Shen, Y.; Xun, D. M.; Wang, X. 2 2013 Simulation of crack propagation in fiber-reinforced bulk metallic glasses. Zbl 1183.74243Zheng, G. P.; Shen, Y. 1 2010 SDU: a semidefinite programming-based underestimation method for stochastic global optimization in protein docking. Zbl 1366.90233Paschalidis, Ioannis Ch.; Shen, Yang; Vakili, Pirooz; Vajda, Sandor 2 2007 Semi-active vibration control schemes for suspension systems using magnetorheological dampers. Zbl 1182.70074Shen, Y.; Golnaraghi, M. F.; Heppler, G. R. 9 2006 Finite element analysis of V-ribbed belts using neural network based hyperelastic material model. Zbl 1349.74280Shen, Y.; Chandrashekhara, K.; Breig, W. F.; Oliver, L. R. 4 2005 An efficient algorithm to determine fractal dimensions of point sets. Zbl 0969.37529Füchslin, R. M.; Shen, Y.; Meier, P. F. 3 2001 Energy stability of thermocapillary convection in a model of the float- zone crystal-growth process. Zbl 0706.76049Shen, Y.; Neitzel, G. P.; Jankowski, D. F.; Mittelmann, H. D. 13 1990 A probability distribution and convergence of the consistency index u in the analytic hierarchy process. Zbl 0714.60012Shen, Y. 2 1990 all cited Publications top 5 cited Publications all top 5 Cited by 469 Authors 25 Shen, Yang 12 Zhao, Hui 11 Siu, Tak Kuen 11 Sun, Zhongyang 10 Rong, Ximin 9 Li, Danping 9 Wei, Jiaqin 8 Zeng, Yan 7 Jin, Zhuo 6 Qian, Linyi 6 Wang, Ning 6 Yuen, Kam Chuen 5 Chen, Ping 5 Dong, Yinghui 5 Faghidian, S. Ali 5 Jeon, Junkee 5 Wang, Rongming 5 Weng, Chengguo 5 Zhang, Xin 4 Bai, Yanfei 4 Blake, David 4 Chen, Lv 4 Hafayed, Mokhtar 4 Meng, Qingxin 4 Tan, Ken Seng 4 Wang, Guangchen 4 Wang, Suxin 4 Wong, Hoi Ying 4 Xiao, Helu 4 Young, Virginia R. 4 Zhang, Feng 4 Zhang, Yan 4 Zhao, Qian 4 Zhou, Zhongbao 3 A, Chunxiang 3 Chen, Fenge 3 Fan, Kun 3 Gao, Rui 3 Gu, Ailing 3 Guan, Guohui 3 Guo, Junyi 3 Huang, Ya 3 Kwak, Minsuk 3 Li, Zhongfei 3 Lin, Yingzhen 3 Liu, Zaiming 3 Ma, Heping 3 MacMinn, Richard D. 3 Mamon, Rogemar S. 3 Mei, Liangcai 3 Peng, Xingchun 3 Roslan, Teh Raihana Nazirah 3 Shi, Jingtao 3 Tembine, Hamidou 3 Wang, Tianxiao 3 Wu, Jinbiao 3 Wu, Yonghong 3 Zhang, Nan 3 Zhao, Peibiao 2 Abba, Abdelmadjid 2 Abbas, Syed 2 Agram, Nacira 2 Bo, Lijun 2 Boonen, Tim J. 2 Cao, Jiling 2 Cecotti, Sergio 2 Chang, Hao 2 Chen, Zhiping 2 Cheung, Ka Chun 2 Ching, Wai-Ki 2 Deepa, R. Acharya 2 Deng, Chao 2 Di, Hao 2 Forsyth, Peter A. 2 Godin, Frédéric 2 Han, Bingyan 2 Hata, Hiroaki 2 Hieber, Peter 2 Huang, Nan-Jing 2 Li, Ruijing 2 Liang, Zhibin 2 Liu, Shican 2 Mi, Hui 2 Pan, Jian 2 Shao, Yi 2 Su, Jianxi 2 Sun, Jingyun 2 Tangman, Désiré Yannick 2 Trottier, Denis-Alexandre 2 Viens, Frederi G. 2 Wang, Guojing 2 Wang, Wei 2 Wang, Yongjin 2 Wiwatanapataphee, Benchawan 2 Wu, Chongfeng 2 Wu, Sang 2 Xiong, Jie 2 Yam, Sheung Chi Phillip 2 Yan, Tingjin 2 Yang, Hailiang ...and 369 more Authors all top 5 Cited in 93 Serials 47 Insurance Mathematics & Economics 22 Journal of Computational and Applied Mathematics 16 Journal of Industrial and Management Optimization 10 Scandinavian Actuarial Journal 9 International Journal of Control 8 International Journal of Engineering Science 8 Automatica 8 Communications in Statistics. Theory and Methods 8 Mathematical Problems in Engineering 7 Applied Mathematics and Optimization 7 Journal of Systems Science and Complexity 6 Systems & Control Letters 6 European Journal of Operational Research 6 Discrete Dynamics in Nature and Society 6 Mathematical Control and Related Fields 5 Optimization 5 North American Actuarial Journal 4 Applied Mathematics and Computation 4 Journal of Optimization Theory and Applications 4 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 4 Journal of Inequalities and Applications 4 SIAM Journal on Financial Mathematics 3 Journal of Mathematical Analysis and Applications 3 SIAM Journal on Control and Optimization 3 Journal of Economic Dynamics & Control 3 European Journal of Control 3 Mathematical Methods of Operations Research 3 International Journal of Theoretical and Applied Finance 3 Advances in Difference Equations 3 AIMS Mathematics 2 Advances in Applied Probability 2 Bulletin of the Korean Mathematical Society 2 Stochastic Analysis and Applications 2 Applied Numerical Mathematics 2 Japan Journal of Industrial and Applied Mathematics 2 Stochastic Processes and their Applications 2 Journal of High Energy Physics 2 Methodology and Computing in Applied Probability 2 The ANZIAM Journal 2 Quantitative Finance 2 ASTIN Bulletin 2 Mathematics and Financial Economics 2 Science China. Mathematics 2 Communications in Mathematics and Statistics 2 Journal of the Operations Research Society of China 2 International Journal of Systems Science. Principles and Applications of Systems and Integration 2 AMM. Applied Mathematics and Mechanics. (English Edition) 1 Computers & Mathematics with Applications 1 Journal of the Franklin Institute 1 Lithuanian Mathematical Journal 1 Chaos, Solitons and Fractals 1 Journal of Applied Probability 1 Journal of Differential Equations 1 Mathematics of Operations Research 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Statistics & Probability Letters 1 Operations Research Letters 1 Probability and Mathematical Statistics 1 Chinese Annals of Mathematics. Series B 1 Acta Mathematicae Applicatae Sinica. English Series 1 Applied Mathematics Letters 1 Annals of Operations Research 1 Applications of Mathematics 1 International Journal of Computer Mathematics 1 The Journal of Analysis 1 International Journal of Computer Vision 1 Computational and Applied Mathematics 1 Complexity 1 Engineering Analysis with Boundary Elements 1 Bernoulli 1 Vietnam Journal of Mathematics 1 Optimization Methods & Software 1 European Journal of Mechanics. A. Solids 1 Communications in Nonlinear Science and Numerical Simulation 1 Journal of Dynamical and Control Systems 1 Optimization and Engineering 1 Discrete and Continuous Dynamical Systems. Series B 1 Decisions in Economics and Finance 1 Stochastic Models 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 Fuzzy Optimization and Decision Making 1 International Journal of Computational Methods 1 Boundary Value Problems 1 Journal of Biological Dynamics 1 Frontiers of Mathematics in China 1 Algorithms 1 Games 1 European Actuarial Journal 1 Dynamic Games and Applications 1 Afrika Matematika 1 Forum of Mathematics, Pi 1 Evolution Equations and Control Theory 1 Control Theory and Technology all top 5 Cited in 26 Fields 219 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 132 Systems theory; control (93-XX) 131 Probability theory and stochastic processes (60-XX) 50 Calculus of variations and optimal control; optimization (49-XX) 27 Operations research, mathematical programming (90-XX) 16 Statistics (62-XX) 14 Mechanics of deformable solids (74-XX) 13 Numerical analysis (65-XX) 9 Ordinary differential equations (34-XX) 9 Partial differential equations (35-XX) 5 General and overarching topics; collections (00-XX) 3 Integral transforms, operational calculus (44-XX) 3 Integral equations (45-XX) 3 Biology and other natural sciences (92-XX) 2 Algebraic geometry (14-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Relativity and gravitational theory (83-XX) 2 Mathematics education (97-XX) 1 Real functions (26-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Operator theory (47-XX) 1 Computer science (68-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) Citations by Year