4. Mathematics
  5. Probability

Yingdong Lu

Mathematics – Probability

Scientist

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Scientist

Approximating the Value Functions of Stochastic Knapsack Problems: A Homogeneous Monge-Ampére Equation and Its Stochastic Counterparts

Mathematics – Optimization and Control
Scientific paper

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Asymptotic Blocking Probabilities in Loss Networks with Subexponential Demands

Mathematics – Probability
Scientific paper

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Linear Optimization over a Polymatroid with Side Constraints -- Scheduling Queues and Minimizing Submodular Functions

Mathematics – Optimization and Control
Scientific paper

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Stochastic Knapsack Problem Revisited: Switch-Over Policies and Dynamic Pricing

Economy – Quantitative Finance – Pricing of Securities
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