| Diffusion for Global Optimization in TS Chiang, CR Hwang, SJ Sheu SIAM Journal on Control and Optimization 25 (3), 737-753, 1987 | 264 | 1987 |
| Risk‐sensitive control and an optimal investment model WH Fleming, SJ Sheu Mathematical Finance 10 (2), 197-213, 2000 | 191 | 2000 |
| Accelerating diffusions CR Hwang, SY Hwang-Ma, SJ Sheu | 166 | 2005 |
| Accelerating gaussian diffusions CR Hwang, SY Hwang-Ma, SJ Sheu The Annals of Applied Probability, 897-913, 1993 | 154 | 1993 |
| Risk-sensitive control and an optimal investment model II WH Fleming, SJ Sheu The Annals of Applied Probability 12 (2), 730-767, 2002 | 138 | 2002 |
| Convergence rates of the Gibbs sampler, the Metropolis algorithm and other single-site updating dynamics A Frigessi, P Stefano, CR Hwang, SJ Sheu Journal of the Royal Statistical Society Series B: Statistical Methodology …, 1993 | 134 | 1993 |
| Some estimates of the transition density of a nondegenerate diffusion Markov process SJ Sheu The Annals of Probability, 538-561, 1991 | 127 | 1991 |
| Optimal long term growth rate of expected utility of wealth WH Fleming, SJ Sheu Annals of Applied Probability, 871-903, 1999 | 125 | 1999 |
| Diffusion processes on graphs: stochastic differential equations, large deviation principle M Freidlin, SJ Sheu Probability theory and related fields 116, 181-220, 2000 | 120 | 2000 |
| On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control H Kaise, SJ Sheu | 75 | 2006 |
| Singular perturbed Markov chains and exact behaviors of simulated annealing processes CR Hwang, SJ Sheu Journal of Theoretical Probability 5, 223-249, 1992 | 66 | 1992 |
| Large-time behavior of perturbed diffusion Markov processes with applications to the second eigenvalue problem for Fokker-Planck operators and simulated annealing CR Hwang, SJ Sheu Acta Applicandae Mathematica 19 (3), 253-295, 1990 | 62 | 1990 |
| Asymptotics of the probability minimizing a “down-side” risk H Hata, H Nagai, SJ Sheu | 51 | 2010 |
| The behavior of the spectral gap under growing drift B Franke, CR Hwang, HM Pai, SJ Sheu Transactions of the American Mathematical Society 362 (3), 1325-1350, 2010 | 49 | 2010 |
| Large time behavior of solutions of Hamilton--Jacobi--Bellman equations with quadratic nonlinearity in gradients N Ichihara, SJ Sheu SIAM Journal on Mathematical Analysis 45 (1), 279-306, 2013 | 46 | 2013 |
| Risk Sensitive Portfolio Management with Cox--Ingersoll--Ross Interest Rates: The HJB Equation TR Bielecki, SR Pliska, SJ Sheu SIAM journal on control and optimization 44 (5), 1811-1843, 2005 | 39 | 2005 |
| Stochastic variational formula for fundamental solutions of parabolic PDE WH Fleming, SJ Sheu Applied Mathematics and Optimization 13 (1), 193-204, 1985 | 39 | 1985 |
| Solution of certain parabolic equations with unbounded coefficients and its application to nonlinear filtering SJ Sheu Stochastics: An International Journal of Probability and Stochastic …, 1983 | 33 | 1983 |
| On the Hamilton--Jacobi--Bellman equation for an optimal consumption problem: I. Existence of solution H Hata, SJ Sheu SIAM Journal on Control and Optimization 50 (4), 2373-2400, 2012 | 31 | 2012 |
| Asymptotics for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential WH Fleming, SJ Sheu The Annals of Probability 25 (4), 1953-1994, 1997 | 31 | 1997 |
