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Chi Chung Siu

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2020 – today

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2024
[j8]
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  - journals/ior/KennedySSY24
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  - https://dblp.org/rec/journals/ior/KennedySSY24
Adrian P. Kennedy, Suresh P. Sethi, Chi Chung Siu, Sheung Chi Phillip Yam:
Technical Note - The Generalized Sethi Advertising Model. Oper. Res. 72(4): 1526-1535 (2024)
[j7]
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  - journals/ior/HanLSSY24
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Jinhui Han, Xiaolong Li, Suresh P. Sethi, Chi Chung Siu, Sheung Chi Phillip Yam:
Technical Note - Production Management with General Demands and Lost Sales. Oper. Res. 72(5): 1751-1764 (2024)
2023
[j6]
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  - journals/automatica/MaSYZ23
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Guiyuan Ma, Chi Chung Siu, Sheung Chi Phillip Yam, Zeyu Zhou:
Dynamic trading with Markov liquidity switching. Autom. 155: 111156 (2023)
2020
[j5]
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  - journals/automatica/MaSZE20
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Guiyuan Ma, Chi Chung Siu, Song-Ping Zhu, Robert J. Elliott:
Optimal portfolio execution problem with stochastic price impact. Autom. 112 (2020)

2010 – 2019

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2019
[j4]
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  - journals/eor/MaSZ19
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Guiyuan Ma, Chi Chung Siu, Song-Ping Zhu:
Dynamic portfolio choice with return predictability and transaction costs. Eur. J. Oper. Res. 278(3): 976-988 (2019)
[j3]
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  - journals/siamco/BensoussanCCSSY19
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Alain Bensoussan, Shaokuan Chen, Anshuman Chutani, Suresh P. Sethi, Chi Chung Siu, Sheung Chi Phillip Yam:
Feedback Stackelberg-Nash Equilibria in Mixed Leadership Games with an Application to Cooperative Advertising. SIAM J. Control. Optim. 57(5): 3413-3444 (2019)
2016
[j2]
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  - journals/orl/PunSW16
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Chi Seng Pun, Chi Chung Siu, Hoi Ying Wong:
Non-zero-sum reinsurance games subject to ambiguous correlations. Oper. Res. Lett. 44(5): 578-586 (2016)
2014
[j1]
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  - journals/automatica/BensoussanSYY14
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Alain Bensoussan, Chi Chung Siu, Sheung Chi Phillip Yam, Hailiang Yang:
A class of non-zero-sum stochastic differential investment and reinsurance games. Autom. 50(8): 2025-2037 (2014)

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