Stella X. Yu : Publications : distribution function optimization

An optimal strategy that minimizes the risk in a single run rather than a traditional one that maximizes the expected return over theorectically infinite runs

Optimization Models for the First Arrival Target Distribution Function in Discrete Time

Stella X. Yu and Yuanlie Lin and Pingfan Yan

Journal of Mathematical Analysis and Applications, 225(1):193-223, 1998

Abstract | Paper

First Arrival Target Distribution Function Optimization Models

Xingxing Yu and Yuanlie Lin and Pingfan Yan

International Symposium on Operations Research and Applications, Beijing, China, 1996

Models for the First Arrival Target Distribution Function Optimization and Risk Minimization in Discrete Time

Yuanlie Lin and Xingxing Yu and Jianxing Lin

International Symposium on Operations Research and Applications, Beijing, China, 1995