Liu, Zhesheng

Item Type Year Departments File available

Article

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

Thesis

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