Publication list

Publication of S. P. Yung:

(with A. Bensoussan, K. J. Sung and S.C.P.Yam) "Linear Quadratic Mean Field Games", J. of Optimization Theory and Applications, May 2016, Volume 169, Issue 2, 496-529.
(with A. Bensoussan, K. C. R. Wong and S.C.P.Yam) "Time Consistent Portfolio Selection Under Short-Selling Prohibition: from Discrete to Continuous Setting", SIAM J. Finan. Math., 5(1), 153-190, 2014.
(with S.C.P.Yam and W.Zhou) "Game Call Options Revisited", Mathematical Finance, Vol. 24, Issue 1, pp. 173-206, 2014.
(with J.A.Wright and S.C.P.Yam) "A Test For The Equality of Multiple Sharpe Ratios", Journal of Risk, 16(4), 1-19, 2014.
(with J. Q. Wei, K. C. R. Wong and S.C.P.Yam) "Markowitz's Mean-Variance Asset-Liability Management With Regime Switching: A Time-Consistent Approach", Insurance: Mathematics and Economics, Volume 53, Issue 1, July 2013, pp.281-291.
(with H.K.Fung, L.K.Li and W.Zhou) "Fast Evaluation Of Some Probability Integrals Arisen From The Valuations Of Discretely Monitored Derivative Securities", Risk and Decision Analysis 4, pp.59-68, 2013.
(with S.C.P.Yam and J.H.Zhou) "A Mean-Variance Portfolio Selection Problem Subject to a Benchmark Constraint: An existence result", Risk and Decision Analysis 4, pp.25-38, 2013.
(with S.C.P.Yam and W.Zhou) "A unified 'bang-bang' principle with respect to R-invariant performance benchmarks", SIAM: Theory of Probability and Its Applications, vol.57, 2012, pp.405 - 414.
(with W.K.Wong, J.A.Wright and S.C.P.Yam) "A mixed Sharpe ratio", Risk and Decision Analysis 3, pp.37-65, 2012.
(with S.C.P. Yam, W. Zhou) "Optimal Selling Time In Stock Market Over A Finite Time Horizon", Acta Mathematicae Applicatae Sinica, 2012, v. 28 n. 3, p. 557-570.
(with K.C.J.Sung, S.C.P.Yam and J.H.Zhou) "Behavioural Optimal Insurance", Insurance: Mathematics and Economics, 49 (3), 418-428, 2011.
(with K.C.Cheung, K.C.J.Sung and S.C.P.Yam) "Optimal Reinsurance under General Law-Invariant Risk Measures", Scandinavian Actuarial Journal, 2011, pp.1 - 20.
(with S.C.P. Yam, W. Zhou) "Two Rationales Behind the `Buy-And-Hold or Sell-At-Once'", Journal of Applied Probability, Vol. 46, No. 3 (2009) 651-668.
(with G.Q.Xu) "Stability and Riesz basis property of a star-shaped network of Euler-Bernoulli beams with joint damping", Networks and Heterogeneous Media, Volume 3, Number 4, December 2008, Pages 729-747.
(with G.Q.Xu and C.Liu) "Necessary conditions for the exact observability of systems on Hilbert spaces ", Systems and Control Letters, Volume 57, Issue 3, March 2008, Pages 222-227.
(with C.Liu, G.Q.Xu and Richard C.H.Lee) "A note on a vibrating beam that made up of smart material", Proceedings of the 17th World Congress The International Federation of Automatic Control, pp.13438-13443, 2008.
(with Hongmin Cai, Xiaoyin Xu, Ju Lu, Jeff Lichtman and Stephen T.C. Wong) "Using nonlinear diffusion and mean shift to detect and connect cross-sections of axons in 3D optical microscopy images", Medical Image Analysis, vol. 12, issue 6, pp. 666-675, 2008.
(with G.Q.Xu and Z.J.Han) "Riesz Basis Property of Serially Connected Timoshenko Beams", International Journal of Control, Vol. 80, No. 3, 470-485, March 2007.
(with G.Q.Xu) "Properties of a Class of C_0 Semigroups on Banach Spaces and Their Applications", J. Math. Anal. Appl. 328 (2007) 245-256.
(with Hongmin Cai, Y. Zhang, Xiaoyin Xu and Stephen T.C. Wong) "A New Nonlinear Diffusion Method to Improve Image Quality", IEEE International Conference on Image Processing, ICIP 2007, pp.329-332, 2007.
(with G.Q.Xu and L.K.Li) "Stabilization of Wave Systems with Input Delay in the Boundary Control", ESAIM: Control, Optimisation and Calculus of Variations, 12, 770-785, 2006.
(with J.M.Wang) "Stability of a Nonuniform Rayleigh Beam with Indefinite Damping", Systems and Control Letters, 55 (2006), no. 10, 863-870.
(with Richard C.H.Lee, C.W.Wong, C.Z.Xu, L.H.Yim) "A Lyapunov Type of Condition for Robust Feedback Stability of Delay Control Systems", IMA J Math Control Info, March 2006; 23: 97 - 111.
(with Hongmin Cai, Xiaoyin Xu, Ju Lu, Jeff Lichtman and Stephen T.C. Wong) "Repulsive Force Based Snake Model to Segment and Track Neuronal Axons in 3D Microscopy Image Stacks", NeuroImage 32, pp. 1608-1620, 2006.
(with Hongmin Cai, Xiaoyin Xu, Ju Lu, Jeff Lichtman and Stephen T.C. Wong) "Use mean shift to track neuronal axons in 3D", Life Science Systems and Applications Workshop, IEEE/NLM, pp. 1-2, 2006.
(with Hongmin Cai, Xiaoyin Xu, Ju Lu, Jeff Lichtman and Stephen T.C. Wong) "Shape-constrained repulsive snake method to segment and track neurons in 3D microscopy images", Proc International Symposium of Biomedical Imaging ISBI 2006, pp. 538-541, 2006.
(with Hongmin Cai, Xiaoyin Xu, Ju Lu, Jeff Lichtman and Stephen T.C. Wong) "Segment and Track Neurons in 3D by Repulsive Snake Method", Proceedings of the 2005 International Symposium on Intelligent Signal Processing and Communication Systems, pp. 529-531, 2005.
(with B.Z.Guo, J.M.Wang) "On the C_0-Semigroup Generation of an Operator Arose from a Rotating Beam under Shear Force Feedback Control", Systems and Control Letters, Volume 54, Issue 6, 2005, pp. 557-574 .
(with J.M.Wang, G.Q.Xu) "Exponential Stabilization of Laminated Beams with Structural Damping and Boundary Feedback Controls", SIAM J. on Control and Optimization, Vol.44, No.5, pp.1575-159, 2005.
(with G.Q.Xu) "The Expansion of Semigroup and Criterion of Riesz Basis", J. of Differential Equations, 210 no.1, 2005, pp 1-24.
(with B.Z.Guo, J.M.Wang) "Boundary Stabilization of a Flexible Manipulator with Rotational Inertia", Journal of Differential and Integral Equations, Volume 18, Number 9 (2005), 1013-1038.
(with J.M.Wang, G.Q.Xu) "Riesz Basis Property, Exponential Stability of Variable Coefficient Euler-Bernoulli Beams with Indefinite Damping ", IMA Journal of Applied Mathematics (2005), 1-19.
(with Q.P. Vu, J.M.Wang, G.Q.Xu) "Spectral Analysis and System of Fundamental Solutions for Timoshenko Beams", Applied Math. Letters Vol 18, 2005, pp 127-134.
(with Henry Y.T.Ngan, Grantham K.H.Pang, Michael K.Ng) "Wavelet Based Methods on Patterned Fabric Defect Detection", Pattern Recognition, Vol. 38, Issue 4, pp. 559-576, 2005.
(with Hongmin Cai, Xiaoyin Xu, Ju Lu, Jeff Lichtman, Stephen T.C. Wong) "Segment and Track Neurons in 3D by Repulsive Snake Method", Proceedings of the 2005 International Symposium on Intelligent Signal Processing and Communication Systems, pp. 529-531, 2005.
(with P.K.Chan, W.K.Ching) "Optimal Strategies in Equity Securities and Derivatives", Applied Mathematics and Computation, 151 (2004), pp. 615-643.
(edited with T.L.Lai, H.L.Yang) "Probability, Finance and Insurance, Proceeding of a Workshop at the University of Hong Kong", World Scientific 2004.
(with J.M.Wang, G.Q.Xu) "Exponential Stability of Variable Coefficients Rayleigh Beams under Boundary Feedback Controls", Systems and Control Letters, Vol 51/1 pp.33-50, 2004.
(with G.Q.Xu) "The Exponential Decay Rate for A Timoshenko Beam with Boundary Damping", J. of Optim. Thy. and Appl., Vol. 123, No.3, pp. 669-693, 2004.
(with D.X.Feng, G.Q.Xu) "Riesz Basis Property of the Generalized Eigenvector System of A Timoshenko Beam", IMA J. Math. Control Inf., Vol. 21, Issue 1, pp. 65-83, March 2004.
(with G.Q.Xu) "Stabilization of Timoshenko Beam by Means of Pointwise Controls", ESAIM: Control, Optimisation and Calculus of Variations, August 2003, Vol. 9, pp. 579-600.
(with Michael K.Ng, C.K.Sze) "Wavelet Algorithms for De-Blurring Models", International Journal of Imaging Systems and Technology, Vol 14 pp. 113-121, 2004.
(with Henry Y.T.Ngan, Grantham K.H.Pang, Michael K.Ng) "Defect Detection on Patterned Jacquard Fabrics", IEEE International Workshop on 32nd Applied Imagery Pattern Recognition, 15-17 Oct, 2003, pp. 163-168.
(with D.X.Feng, G.Q.Xu) "Riesz Basis Property of Timoshenko Beam with Boundary Feedback Control", Int. Journal of Mathematics and Mathematical Sciences, 28 (2003) pp.1807-1820.
(with G.Q.Xu) "Lyapunov Stability of Abstract Nonlinear Dynamic System in Banach Space", IMA J. Math. Control Inf.,20 (2003), no. 1, 105-127.
(with J.M.Wang, G.Q.Xu) "A Design of Robust Feedback Control for Flexible Robotic Mechanisms", Proceeding of the 9th IEEE International Conference on Methods and Models in Automation and Robotics 2003, pp.55-64.
(with J.M.Wang, Q.P.Vu) "Asymptotic Frequency Distributions for Variable Coefficients Rayleigh Beams under Boundary Feedback Control", Proceeding of the American Control Conference, Denver Colorado 2003, pp.113-118.
(with Q.P.Vu) "Lyapunov Equations and Stability of Non-autonomous Evolution Equations on Hilbert Space", Differential Equations and Control Theory, edited by Aizicovici and Pavel, Marcel Dekker, Inc., pp.309-317, 2001.
(with N.Levan, Q.P. Vu) "Stability and Stabilization via the Algebraic Riccati Equation", Proc. of the Second International Conf. on Nonlinear Problems in Aviation and Aerospace, European Conference Publications, Vol. 2, pp.411-420, 2000.
(with D.X.Feng, Y.H.Luo) "Stability of Linear Systems in Banach Space", Chinese Science Bulletin, (1998) vol.43 no.16, 1399-1401.
"Multiprocess Optimal Control Problem on Hilbert Space and Related Hamilton-Jacobi Equation", Nonlinear Analysis, Theory, Meth. & Appl., (1997) vol. 29, no. 11, 1319-1342.
(with C.H.Lee) "Optimality Conditions and Duality for Nonlinear Time-Delay Control Problem", Optim. Control Appl. and Meth., (1997) 18, 327-340.
"Differential Game with Switching Control on Hilbert Space", J. of Australian Math. Soc. Ser. B, (1997) 39, 230-256.
(with B.Z.Guo) "Asymptotic Behavior of the Eigenfrequency of a One-Dimensional Linear Thermoelastic System", J. of Math. Analysis and Appl., (1997) 213, 406-421.
(with Y.G.Hong, S.W.Mei, H.S.Qin) "Viscosity Solution of Nonlinear H-infinity Control", Chinese Science Bulletin, (1997) vol.42 no.11, 890-893.
(with L.K.Li) "Storage of Conceptual Information by Recurrent Neural Networks", Proceedings of International ConferenceOn Neural Information Processing, 1997 New Zealand.
(with C.H.Lee) "Sufficient Conditions for Optimal Control Problems with Time-Delay", J. of Optim. Thy. and Appl, (1996) 88(1), 157-176.
(with W.L.Chan) "Error Estimate for Optimality of Distributed Parameter Control Problems via Duality", J. of Applied Math. and Stochastic Analysis, (1995) 8, 177-188.
(with W.L.Chan) "Sufficient Conditions for Variational Problems with Delayed Argument", J. of Optim. Thy. and Appl., (1993) 76, 131-144.
(with W.L.Chan) "Duality Theory for the Linear-Convex Optimal Control Problem with Delays", IMA J. of Math. Control and Inf., (1987) 4, 251-262.

Work In Progress:

(with S.C.P.Yam and W.Zhou) "Callable Stock Loans", submitted.