Relative performance evaluation for dynamic contracts in a large competitive market J Han, G Ma, SCP Yam European Journal of Operational Research 302 (2), 768-780, 2022 | 15 | 2022 |
Co‐op advertising in randomly fluctuating markets J Han, SP Sethi, CC Siu, SCP Yam Production and Operations Management 32 (6), 1617-1635, 2023 | 13 | 2023 |
Deep neural newsvendor J Han, M Hu, G Shen arXiv preprint arXiv:2309.13830, 2023 | 7 | 2023 |
Dynamic asset-liability management with frictions T Yan, J Han, G Ma, CC Siu Insurance: Mathematics and Economics 111, 57-83, 2023 | 7 | 2023 |
Strategic trading with information acquisition and long-memory stochastic liquidity J Han, X Li, G Ma, AP Kennedy European Journal of Operational Research, 2022 | 4 | 2022 |
A probabilistic method for a class of non-Lipschitz BSDEs with application to fund management J Han, SC Phillip Yam SIAM Journal on Control and Optimization 60 (3), 1193-1222, 2022 | 3 | 2022 |
Production Management with General Demands and Lost Sales J Han, X Li, SP Sethi, CC Siu, SCP Yam Operations Research 72 (5), 1751--1764, 2024 | 1 | 2024 |
Capacitated Spatial Newsvendor J Han, M Hu, X Yu Available at SSRN 5019134, 2024 | | 2024 |