19 citations · 134 across the 31 of their papers we have counts for
4 papers · 1 filter
On Control of Epidemics with Application to COVID-19
Chung-Han Hsieh
At the time of writing, the ongoing COVID-19 pandemic, caused by severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2), had already resulted in more than thirty-two million…
On Feedback Control in Kelly Betting: An Approximation Approach
Chung-Han Hsieh
In this paper, we consider a simple discrete-time optimal betting problem using the celebrated Kelly criterion, which calls for maximization of the expected logarithmic growth of w…
Generalization of Affine Feedback Stock Trading Results to Include Stop-Loss Orders
Chung-Han Hsieh
The takeoff point of this paper is to generalize the existing stock trading results for a class of affine feedback controller to include consideration of a stop-loss order. Using t…
Necessary and Sufficient Conditions for Frequency-Based Kelly Optimal Portfolio
Chung-Han Hsieh
In this paper, we consider a discrete-time portfolio with assets optimization problem which includes the rebalancing~frequency as an additional parameter in the maximiza…