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Chen, Nan - 2006

Persistent link: https://www.econbiz.de/10003965291

Two-Sided Deep Reinforcement Learning for Dynamic Mobility-on-Demand Management with Mixed-Autonomy

Xie, Jiaohong; Liu, Yang; Chen, Nan - 2022

Autonomous vehicles (AVs) are expected to operate on Mobility-on-Demand (MoD) platforms because AV technology enables flexible self-relocation and system-optimal coordination. Unlike the existing studies, which focus on MoD with pure AV fleet or conventional vehicles (CVs) fleet, we aim to...

Persistent link: https://www.econbiz.de/10014085141

Brownian meanders, importance sampling and unbiased simulation of diffusion extremes

Chen, Nan; Huang, Zhengyu - In: Operations research letters 40 (2012) 6, pp. 554-563

Persistent link: https://www.econbiz.de/10009717283

An efficient multivariate control charting mechanism based on SPRT

Ou, Yanjing; Chen, Nan; Khoo, Michael B. C. - In: International journal of production research 53 (2015) 7, pp. 1937-1949

Persistent link: https://www.econbiz.de/10010510179

Three essays on asymmetric information and corporate defaults

Chen, Nan - 2004

Persistent link: https://www.econbiz.de/10003776800

Additive and multiplicative duals for American option pricing

Chen, Nan; Glasserman, Paul - In: Finance and stochastics 11 (2007) 2, pp. 153-179

Persistent link: https://www.econbiz.de/10003439750

Credit spreads, optimal capital structure, and implied volatility with endogenous default and jump risk

Chen, Nan; Kou, Steven - In: Mathematical finance : an international journal of … 19 (2009) 3, pp. 343-378

Persistent link: https://www.econbiz.de/10003882482

An optimization view of financial systemic risk modeling : network effect and market liquidity effect

Chen, Nan; Liu, Xin; Yao, David D. - In: Operations research 64 (2016) 5, pp. 1089-1108

Persistent link: https://www.econbiz.de/10011594656

Condition-based maintenance using the inverse Gaussian degradation model

Chen, Nan; Ye, Zhi-Sheng; Xiang, Yisha; Zhang, Linmiao - In: European journal of operational research : EJOR 243 (2015) 1, pp. 190-199

Persistent link: https://www.econbiz.de/10010492974

The principle of not feeling the boundary for the SABR model

Chen, Nan; Yang, Nian - In: Quantitative finance 19 (2019) 3, pp. 427-436

Persistent link: https://www.econbiz.de/10012194662