Publication Search Results

Exact matches for:

• Author = Liu R     [web profile page]

1. Ma Y, Chen Y, Liao X, Liu B, Liu R, Li Z
Ying Ma, Yu Chen, Xiaozhong Liao, Bin Liu, Ruyi Liu and Zhen Li: Two-Stage Robust Optimization Method for Joint System Considering Uncertainty of Electric Vehicles, 8th International Conference on Power Energy Systems and Applications, 8th International Conference on Power Energy Systems and Applications, ICoPESA 2024Hong, — (ed.), IEEE Conference Proceedings, Institute of Electrical and Electronics Engineers Inc., Hong Kong, (2024), 147–153. ISBN 979-835035166-8.

2. Li L, Liu R, Rutkowski M
Libo Li, Ruyi Liu, Marek Rutkowski: Penalization schemes for BSDEs and reflected BSDEs with generalized driver, Probability, Uncertainty and Quantitative Risk, 9 (2024), no. 3, 301–338.

3. Chen T, Liu R, Wu Z
Tian Chen, Ruyi Liu and Zhen Wu: Continuous-Time Mean-Variance Portfolio Selection Under Non-Markovian Regime-Switching Model with Random Horizon, Journal of Systems Science and Complexity, 36 (2023), 457–479.

4. Liu R, Tie J, Wu Z, Zhang Q
Ruyi Liu, Jingzhi Tie, Zhen Wu and Qing Zhang: An Optimal Pricing Policy Under a Markov Chain Model, Science China-Mathematics, 65 (2022), 1065–1080.

5. Liu R, Wu Z, Zhang D
Ruyi Liu, Zhen Wu and Detao Zhang: Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations., ESAIM: Control, Optimisation and Calculus of Variations, 28 (2022), no. 82, 1–19.

6. Liu R, Wu Z, Zhang Q
Ruyi Liu, Zhen Wu and Qing Zhang: Pairs-Trading under Geometric Brownian Motions: An Optimal Strategy with Cutting Losses., Automatica, 115 (2020), 108912.

7. Liu R, Wu Z
Ruyi Liu and Zhen Wu: Well-Posedness of Fully Coupled Linear Forward-Backward Stochastic Differential Equations., Journal of Systems Science and 1 Complexity, 32 (2019), no. 3, 789–802.

8. Liu R, Wu Z
Ruyi Liu and Zhen Wu: Well-Posedness of a Class of Two Point Boundary Value Problems associated with Ordinary Differential Equations, Advances in Difference Equations, 2018 (2018), 54.

9. Li L, Liu R, Rutkowski M
Libo Li, Ruyi Liu and Marek Rutkowski: Well-posedness and penalization schemes for generalized BSDEs and reflected generalized BSDEs, (2023), preprint.

10. Li L, Liu R, Rutkowski M
Libo Li, Ruyi Liu and Marek Rutkowski: Vulnerable European and American Options in a Market Model with Optional Hazard Process, (2023), preprint.