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Disambiguation of "Liu, R. H."

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Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time.

, , and . Automatica, 38 (3): 409-419 (2002)

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Dexing Liu University of Stuttgart

Jan Liu University of Stuttgart

R. Koerner

H. Binz

R. Watty

 

Other publications of authors with the same name

Optimality of an (s, S) Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach., , and . SIAM J. Control and Optimization, 44 (5): 1650-1676 (2005)Pricing American options under multi-state regime switching with an efficient L- stable method., , and . Int. J. Comput. Math., 92 (12): 2530-2550 (2015)Analytical approximation method of option pricing under geometric mean-reverting process.. Int. J. Comput. Math., 86 (6): 1082-1092 (2009)A Near-Optimal Selling Rule for a Two-Time-Scale Market Model., , and . Multiscale Modeling & Simulation, 4 (1): 172-193 (2005)Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach., , and . SIAM Journal on Optimization, 13 (1): 240-263 (2002)Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time., , and . Automatica, 38 (3): 409-419 (2002)Multiple-objective scheduling and real-time dispatching for the semiconductor manufacturing system., , and . Computers & OR, 36 (3): 866-884 (2009)Upper and Lower Solutions for Regime-Switching Diffusions with Applications in Financial Mathematics., and . SIAM Journal of Applied Mathematics, 71 (4): 1354-1373 (2011)Optimal Selling Rules in a Regime-Switching Exponential Gaussian Diffusion Model., , , , and . SIAM Journal of Applied Mathematics, 69 (3): 810-829 (2008)Double barrier option under regime-switching exponential mean-reverting process., , and . Int. J. Comput. Math., 86 (6): 964-981 (2009)