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Faculty of Science and Tech... 6

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LANGRENÉ Nicolas 8

LIANG Jiajuan 3

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Browse/Search Results: 1-10 of 48

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	An Efficient Gradient Projection Method for Stochastic Optimal Control Problem with Expected Integral State Constraint Journal article Journal of Scientific Computing,2025, volume: 102, issue: 3 Authors: Wang，Qiming; Liu，Wenbin Favorite \| View/Download：3/0 \| Submit date：2025/03/10 Backward stochastic differential equation Expected integral state constraint Gradient projection method Least square Monte Carlo Stochastic optimal control
	A novel approach for parameter estimation of mixture of two Weibull distributions in failure data modeling Journal article Statistics and Computing,2024, volume: 34, issue: 6 Authors: Yan, Tianyu; Fang, Kaitai; Yin, Hong Favorite \| View/Download：7/0 \| Submit date：2024/12/16 Mixture of two Weibull distributions Parameter estimation Quantile estimation Quasi-Monte Carlo SNTO algorithm Weibull probability plot
	The Representative Points of Generalized Alpha Skew-t Distribution and Applications Journal article Entropy,2024, volume: 26, issue: 11 Authors: Zhou, Yong Feng; Lin, Yu Xuan; Fang, Kai Tai; Yin, Hong Favorite \| View/Download：5/0 \| Submit date：2024/12/16 entropy generalized alpha skew-t distribution kernel density estimation maximum likelihood estimation moments quasi-Monte Carlo representative points
	Inland port and waterway capacity expansion model under demand uncertainty Journal article Computers and Industrial Engineering,2024, volume: 190 Authors: Guo, Liquan; Ng, Adolf K.Y.; Long, Jiancheng Favorite \| View/Download：6/0 \| Submit date：2024/05/07 Capacity expansion problem Demand uncertainty Inland ports and waterways Least squares Monte Carlo simulation method Real options Sensitivity analysis-based descent search algorithm
	RHS-TRNG: A Resilient High-Speed True Random Number Generator Based on STT-MTJ Device Journal article IEEE Transactions on Very Large Scale Integration (VLSI) Systems,2023, volume: 31, issue: 10, pages: 1578-1591 Authors: Fu, Siqing; Li, Tiejun; Zhang, Chunyuan; Li, Hanqing; Ma, Sheng Favorite \| View/Download：3/0 \| Submit date：2023/11/21 Circuit/system codesign magnetic tunnel junction (MTJ) Monte Carlo true random number generator (TRNG)
	A Review of Representative Points of Statistical Distributions and Their Applications Review 2023 Authors: Fang, Kai Tai; Pan, Jianxin Favorite \| View/Download：8/0 \| Submit date：2023/09/21 approximation distribution mean square error quasi-Monte Carlo representative points resampling statistical distribution statistical simulation
	Three kinds of discrete approximations of statistical multivariate distributions and their applications Journal article Journal of Multivariate Analysis,2022, volume: 188 Authors: Yang, Jun; He, Ping; Fang, Kaitai Favorite \| View/Download：41/0 \| Submit date：2021/10/19 Bootstrap k-means Quasi-Monte Carlo method Representative points Resampling Statistical simulation
	Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Numerical Applications Journal article Methodology and Computing in Applied Probability,2022, volume: 24, issue: 1, pages: 143-178 Authors: Bachouch, Achref; Huré, Côme; Langrené, Nicolas; Pham, Huyên Favorite \| View/Download：8/0 \| Submit date：2022/08/29 Deep learning Monte Carlo Performance iteration Policy learning Quantization Value iteration
	Robust utility maximization under model uncertainty via a penalization approach Journal article Mathematics and Financial Economics,2022, volume: 16, issue: 1, pages: 51-88 Authors: Guo, Ivan; Langrené, Nicolas; Loeper, Grégoire; Ning, Wei Favorite \| View/Download：6/0 \| Submit date：2022/08/29 Differential games GANs HJBI equation Monte Carlo Robust portfolio optimization
	Using a stochastic economic scenario generator to analyse uncertain superannuation and retirement outcomes Journal article Annals of Actuarial Science,2021, volume: 15, issue: 3, pages: 549-566 Authors: Chen, Wen; Koo, Bonsoo; Wang, Yunxiao; O'Hare, Colin; Langrené, Nicolas Favorite \| View/Download：6/0 \| Submit date：2022/08/29 Age Pension Economic scenarios generator Monte Carlo simulation Retirement income Superannuation

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