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Author ID: shen.yang Recent zbMATH articles by "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

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

Publications by Year

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 1285.90068
Shen, Y.; Wen, Z.; Zhang, Yin
44
2014
Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process. Zbl 1318.91123
Shen, Yang; Zeng, Yan
43
2015
Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance. Zbl 1296.93205
Shen, Yang; Meng, Qingxin; Shi, Peng
39
2014
Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security. Zbl 1331.91105
Zhao, Hui; Shen, Yang; Zeng, Yan
34
2016
Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach. Zbl 1304.91132
Shen, Yang; Zeng, Yan
30
2014
The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem. Zbl 1279.49015
Shen, 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 1390.91170
Chen, Lv; Shen, Yang
21
2018
Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach. Zbl 1312.49028
Meng, Qingxin; Shen, Yang
20
2015
Mean-variance portfolio selection under a constant elasticity of variance model. Zbl 1408.91203
Shen, Yang; Zhang, Xin; Siu, Tak Kuen
17
2014
Pricing annuity guarantees under a double regime-switching model. Zbl 1318.91111
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming
17
2015
Longevity bond pricing under stochastic interest rate and mortality with regime-switching. Zbl 1291.91212
Shen, Yang; Siu, Tak Kuen
15
2013
Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching. Zbl 1264.91129
Shen, Yang; Siu, Tak Kuen
15
2013
Torsion of a functionally graded material. Zbl 1423.74410
Shen, Yang; Chen, Yongjie; Li, Li
13
2016
Energy stability of thermocapillary convection in a model of the float- zone crystal-growth process. Zbl 0706.76049
Shen, 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 1377.93180
Shen, Yang
13
2015
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility. Zbl 1398.91339
Li, Danping; Shen, Yang; Zeng, Yan
13
2018
Optimal investment-consumption-insurance with random parameters. Zbl 1401.91193
Shen, Yang; Wei, Jiaqin
12
2016
Consumption-investment strategies with non-exponential discounting and logarithmic utility. Zbl 1338.91139
Zhao, Qian; Shen, Yang; Wei, Jiaqin
12
2014
Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework. Zbl 1425.91217
Chen, Lv; Shen, Yang
10
2019
Semi-active vibration control schemes for suspension systems using magnetorheological dampers. Zbl 1182.70074
Shen, Y.; Golnaraghi, M. F.; Heppler, G. R.
9
2006
Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options. Zbl 1369.91195
Shen, 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 1367.60088
Zhao, 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 1290.60066
Shen, Yang; Siu, Tak Kuen
7
2013
A new multiscale algorithm for solving second order boundary value problems. Zbl 1442.65135
Zheng, Yaqin; Lin, Yingzhen; Shen, Yang
6
2020
Optimal control for stochastic delay evolution equations. Zbl 1347.49040
Meng, Qingxin; Shen, Yang
6
2016
Finite element analysis of V-ribbed belts using neural network based hyperelastic material model. Zbl 1349.74280
Shen, Y.; Chandrashekhara, K.; Breig, W. F.; Oliver, L. R.
4
2005
Lifetime asset allocation with idiosyncratic and systematic mortality risks. Zbl 1416.91221
Shen, Yang; Sherris, Michael
4
2018
Pricing dynamic fund protection under hidden Markov models. Zbl 1473.91014
Fan, 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 1425.91238
Zhao, Hui; Shen, Yang; Zeng, Yan; Zhang, Wenjun
4
2019
An FFT approach for option pricing under a regime-switching stochastic interest rate model. Zbl 1369.91178
Fan, 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 1414.91389
Siu, Tak Kuen; Shen, Yang
4
2017
An efficient algorithm to determine fractal dimensions of point sets. Zbl 0969.37529
Füchslin, R. M.; Shen, Y.; Meier, P. F.
3
2001
Mean-variance asset-liability management problem under non-Markovian regime-switching models. Zbl 1443.91324
Shen, Yang; Wei, Jiaqin; Zhao, Qian
3
2020
Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model. Zbl 1447.91139
Gu, Ailing; Viens, Frederi G.; Shen, Yang
3
2020
Bond and option pricing for interest rate model with clustering effects. Zbl 1400.91626
Zhang, Xin; Xiong, Jie; Shen, Yang
3
2018
Constrained investment-reinsurance optimization with regime switching under variance premium principle. Zbl 1371.91083
Chen, Lv; Qian, Linyi; Shen, Yang; Wang, Wei
3
2016
A revisit to stochastic near-optimal controls: the critical case. Zbl 1327.93420
Meng, Qingxin; Shen, Yang
3
2015
Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model. Zbl 1362.93168
Shen, Yang; Siu, Tak Kuen
3
2017
Hodge metric completion of the moduli space of Calabi-Yau manifolds. Zbl 1387.32031
Liu, Kefeng; Shen, Yang
2
2017
Life-cycle planning with ambiguous economics and mortality risks. Zbl 1429.91283
Shen, Yang; Su, Jianxi
2
2019
SDU: a semidefinite programming-based underestimation method for stochastic global optimization in protein docking. Zbl 1366.90233
Paschalidis, 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 0714.60012
Shen, Y.
2
1990
On relation between geometric momentum and annihilation operators on a two-dimensional sphere. Zbl 1282.81116
Liu, Q. H.; Shen, Y.; Xun, D. M.; Wang, X.
2
2013
Valuation of risk-based premium of DB pension plan with terminations. Zbl 1411.91310
Qian, Linyi; Shen, Yang; Wang, Wei; Yang, Zhixin
1
2019
Simulation of crack propagation in fiber-reinforced bulk metallic glasses. Zbl 1183.74243
Zheng, G. P.; Shen, Y.
1
2010
Mean-variance investment and risk control strategies – a time-consistent approach via a forward auxiliary process. Zbl 1460.91239
Shen, Yang; Zou, Bin
1
2021
\(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching. Zbl 1460.93028
Wang, Meijiao; Meng, Qingxin; Shen, Yang
1
2021
Portfolio selection with regime-switching and state-dependent preferences. Zbl 1426.91259
Wei, Jiaqin; Shen, Yang; Zhao, Qian
1
2020
How do capital structure and economic regime affect fair prices of bank’s equity and liabilities? Zbl 1416.91396
Hainaut, Donatien; Shen, Yang; Zeng, Yan
1
2018
Learning correspondence structures for person re-identification. Zbl 1409.94359
Lin, 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 1408.32015
Liu, Kefeng; Shen, Yang; Chen, Xiaojing
1
2016
On a Markov chain approximation method for option pricing with regime switching. Zbl 1325.91052
Fan, 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 1460.91239
Shen, Yang; Zou, Bin
1
2021
\(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching. Zbl 1460.93028
Wang, Meijiao; Meng, Qingxin; Shen, Yang
1
2021
A new multiscale algorithm for solving second order boundary value problems. Zbl 1442.65135
Zheng, Yaqin; Lin, Yingzhen; Shen, Yang
6
2020
Mean-variance asset-liability management problem under non-Markovian regime-switching models. Zbl 1443.91324
Shen, Yang; Wei, Jiaqin; Zhao, Qian
3
2020
Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model. Zbl 1447.91139
Gu, Ailing; Viens, Frederi G.; Shen, Yang
3
2020
Portfolio selection with regime-switching and state-dependent preferences. Zbl 1426.91259
Wei, Jiaqin; Shen, Yang; Zhao, Qian
1
2020
Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework. Zbl 1425.91217
Chen, Lv; Shen, Yang
10
2019
Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion. Zbl 1425.91238
Zhao, Hui; Shen, Yang; Zeng, Yan; Zhang, Wenjun
4
2019
Life-cycle planning with ambiguous economics and mortality risks. Zbl 1429.91283
Shen, Yang; Su, Jianxi
2
2019
Valuation of risk-based premium of DB pension plan with terminations. Zbl 1411.91310
Qian, 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 1390.91170
Chen, Lv; Shen, Yang
21
2018
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility. Zbl 1398.91339
Li, Danping; Shen, Yang; Zeng, Yan
13
2018
Lifetime asset allocation with idiosyncratic and systematic mortality risks. Zbl 1416.91221
Shen, Yang; Sherris, Michael
4
2018
Pricing dynamic fund protection under hidden Markov models. Zbl 1473.91014
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming
4
2018
Bond and option pricing for interest rate model with clustering effects. Zbl 1400.91626
Zhang, Xin; Xiong, Jie; Shen, Yang
3
2018
How do capital structure and economic regime affect fair prices of bank’s equity and liabilities? Zbl 1416.91396
Hainaut, 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 1367.60088
Zhao, Hui; Weng, ChengGuo; Shen, Yang; Zeng, Yan
7
2017
An FFT approach for option pricing under a regime-switching stochastic interest rate model. Zbl 1369.91178
Fan, 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 1414.91389
Siu, Tak Kuen; Shen, Yang
4
2017
Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model. Zbl 1362.93168
Shen, Yang; Siu, Tak Kuen
3
2017
Hodge metric completion of the moduli space of Calabi-Yau manifolds. Zbl 1387.32031
Liu, Kefeng; Shen, Yang
2
2017
Learning correspondence structures for person re-identification. Zbl 1409.94359
Lin, 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 1331.91105
Zhao, Hui; Shen, Yang; Zeng, Yan
34
2016
Torsion of a functionally graded material. Zbl 1423.74410
Shen, Yang; Chen, Yongjie; Li, Li
13
2016
Optimal investment-consumption-insurance with random parameters. Zbl 1401.91193
Shen, Yang; Wei, Jiaqin
12
2016
Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options. Zbl 1369.91195
Shen, Yang; Sherris, Michael; Ziveyi, Jonathan
7
2016
Optimal control for stochastic delay evolution equations. Zbl 1347.49040
Meng, Qingxin; Shen, Yang
6
2016
Constrained investment-reinsurance optimization with regime switching under variance premium principle. Zbl 1371.91083
Chen, Lv; Qian, Linyi; Shen, Yang; Wang, Wei
3
2016
Applications of the affine structures on the Teichmüller spaces. Zbl 1408.32015
Liu, Kefeng; Shen, Yang; Chen, Xiaojing
1
2016
On a Markov chain approximation method for option pricing with regime switching. Zbl 1325.91052
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming
1
2016
Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process. Zbl 1318.91123
Shen, Yang; Zeng, Yan
43
2015
Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach. Zbl 1312.49028
Meng, Qingxin; Shen, Yang
20
2015
Pricing annuity guarantees under a double regime-switching model. Zbl 1318.91111
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming
17
2015
Mean-variance portfolio selection in a complete market with unbounded random coefficients. Zbl 1377.93180
Shen, Yang
13
2015
A revisit to stochastic near-optimal controls: the critical case. Zbl 1327.93420
Meng, Qingxin; Shen, Yang
3
2015
Augmented Lagrangian alternating direction method for matrix separation based on low-rank factorization. Zbl 1285.90068
Shen, Y.; Wen, Z.; Zhang, Yin
44
2014
Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance. Zbl 1296.93205
Shen, Yang; Meng, Qingxin; Shi, Peng
39
2014
Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach. Zbl 1304.91132
Shen, Yang; Zeng, Yan
30
2014
Mean-variance portfolio selection under a constant elasticity of variance model. Zbl 1408.91203
Shen, Yang; Zhang, Xin; Siu, Tak Kuen
17
2014
Consumption-investment strategies with non-exponential discounting and logarithmic utility. Zbl 1338.91139
Zhao, 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 1279.49015
Shen, Yang; Siu, Tak Kuen
30
2013
Longevity bond pricing under stochastic interest rate and mortality with regime-switching. Zbl 1291.91212
Shen, Yang; Siu, Tak Kuen
15
2013
Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching. Zbl 1264.91129
Shen, Yang; Siu, Tak Kuen
15
2013
Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model. Zbl 1290.60066
Shen, Yang; Siu, Tak Kuen
7
2013
On relation between geometric momentum and annihilation operators on a two-dimensional sphere. Zbl 1282.81116
Liu, Q. H.; Shen, Y.; Xun, D. M.; Wang, X.
2
2013
Simulation of crack propagation in fiber-reinforced bulk metallic glasses. Zbl 1183.74243
Zheng, G. P.; Shen, Y.
1
2010
SDU: a semidefinite programming-based underestimation method for stochastic global optimization in protein docking. Zbl 1366.90233
Paschalidis, Ioannis Ch.; Shen, Yang; Vakili, Pirooz; Vajda, Sandor
2
2007
Semi-active vibration control schemes for suspension systems using magnetorheological dampers. Zbl 1182.70074
Shen, Y.; Golnaraghi, M. F.; Heppler, G. R.
9
2006
Finite element analysis of V-ribbed belts using neural network based hyperelastic material model. Zbl 1349.74280
Shen, Y.; Chandrashekhara, K.; Breig, W. F.; Oliver, L. R.
4
2005
An efficient algorithm to determine fractal dimensions of point sets. Zbl 0969.37529
Füchslin, 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 0706.76049
Shen, 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 0714.60012
Shen, Y.
2
1990
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

Citations by Year