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Tao Pang
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引用次数
引用次数
年份
Coordination contracts for a supply chain with yield uncertainty and low-carbon preference
H Peng, T Pang, J Cong
Journal of Cleaner Production 205, 291-302, 2018
1392018
An application of stochastic control theory to financial economics
WH Fleming, T Pang
SIAM journal on control and optimization 43 (2), 502-531, 2004
1262004
Optimal strategies for a three-level contract-farming supply chain with subsidy
H Peng, T Pang
International Journal of Production Economics 216, 274-286, 2019
792019
Optimal strategies for capital constrained low-carbon supply chains under yield uncertainty
J Cong, T Pang, H Peng
Journal of Cleaner Production 256, 120339, 2020
772020
A stochastic portfolio optimization model with bounded memory
MH Chang, T Pang, Y Yang
Mathematics of Operations Research 36 (4), 604-619, 2011
732011
Stochastic portfolio optimization with log utility
T Pang
International Journal of Theoretical and Applied Finance 9 (06), 869-887, 2006
562006
Portfolio optimization models on infinite-time horizon
T Pang
Journal of optimization theory and applications 122, 573-597, 2004
392004
Optimal control of stochastic functional differential equations with a bounded memory
MH Chang, T Pang, M Pemy
Stochastics An International Journal of Probability and Stochastic Processes …, 2008
372008
An application of functional Ito's formula to stochastic portfolio optimization with bounded memory
T Pang, A Hussain
2015 Proceedings of the Conference on Control and its Applications, 159-166, 2015
282015
A stochastic control model of investment, production and consumption
W Fleming, T Pang
Quarterly of applied mathematics 63 (1), 71-87, 2005
282005
Optimal stopping problem for stochastic differential equations with random coefficients
MH Chang, T Pang, J Yong
SIAM journal on control and optimization 48 (2), 941-971, 2009
262009
A closed-form solution of the Black–Litterman model with conditional value at risk
T Pang, C Karan
Operations Research Letters 46 (1), 103-108, 2018
252018
A stochastic portfolio optimization model with complete memory
T Pang, A Hussain
Stochastic Analysis and Applications 35 (4), 742-766, 2017
232017
Finite difference approximations for stochastic control systems with delay
MH Chang, T Pang, M Pemy
Stochastic analysis and applications 26 (3), 451-470, 2008
212008
AN INFINITE TIME HORIZON PORTFOLIO OPTIMIZATION MODEL WITH DELAYS.
T Pang, A Hussain
Mathematical Control & Related Fields 6 (4), 2016
202016
Financing strategies for a capital-constrained supplier under yield uncertainty
H Peng, T Pang
To appear on Journal of Industrial & Management Optimization. doi 10, 2018
172018
Stochastic control theory and its applications to financial economics
T Pang
Brown University, 2002
152002
A sustainable quantitative stock selection strategy based on dynamic factor adjustment
Y Fu, S Cao, T Pang
Sustainability 12 (10), 3978, 2020
102020
Production and green technology investment strategy for contract-farming supply chain under yield insurance
L Shi, T Pang, H Peng
Journal of the Operational Research Society 74 (1), 225-238, 2023
92023
Optimal strategies for a capital constrained contract-farming supply chain with yield insurance
L Shi, T Pang, H Peng
RAIRO-Operations Research 55 (2), 521-544, 2021
92021
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