LSE creators

Number of items: 3.
Public
  • Liang, Gechun, Liu, Zhesheng, Zervos, Mihail (2025). Singular stochastic control problems motivated by the optimal sustainable exploitation of an ecosystem. SIAM Journal on Control and Optimization, 63(3), 2029 - 2052. https://doi.org/10.1137/24m1700235 picture_as_pdf
  • Liu, Zhesheng, Zervos, Mihail (2025). The solution to an impulse control problem motivated by optimal harvesting. Journal of Mathematical Analysis and Applications, 542(1). https://doi.org/10.1016/j.jmaa.2024.128809 picture_as_pdf
  • Liu, Zhesheng (2024). Singular and impulse stochastic control problems motivated by optimal harvesting and portfolio optimisation [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.00004840