Stella X. Yu : Research : distribution function optimization


An optimal strategy that minimizes the risk in a single run rather than a traditional one that maximizes the expected return over theorectically infinite runs.

Optimization Models for the First Arrival Target Distribution Function in Discrete Time
Stella X. Yu and Yuanlie Lin and Pingfan Yan
Journal of Mathematical Analysis and Applications, 225(1):193-223, 1998
Abstract | Paper

First Arrival Target Distribution Function Optimization Models
Xingxing Yu and Yuanlie Lin and Pingfan Yan
International Symposium on Operations Research and Applications, Beijing, China, 1996

Models for the First Arrival Target Distribution Function Optimization and Risk Minimization in Discrete Time
Yuanlie Lin and Xingxing Yu and Jianxing Lin
International Symposium on Operations Research and Applications, Beijing, China, 1995

Last updated on 02-Jul-2005 23:34:22.