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ORCIDZengjing Chen
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2020 – today
- 2025
[j10]Huaijin Liang
, Zengjing Chen:
Proof of a conjecture about Parrondo's paradox for two-armed slot machines. Adv. Appl. Math. 163: 102793 (2025)- 2024
- [j9]Zengjing Chen, Yiwei Lin, Jichen Zhang:
A confirmation of a conjecture on Feldman's two-armed bandit problem. J. Appl. Probab. 61(1): 121-136 (2024) - 2023
- [j8]Zengjing Chen, Xinwei Feng, Shuhui Liu, Weihai Zhang:
Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional. Autom. 149: 110849 (2023) - [j7]Zengjing Chen, Xinwei Feng, Shuhui Liu, Xiaodong Yan:
Optimal distributions of rewards for a two-armed slot machine. Neurocomputing 518: 401-407 (2023) - [j6]Zengjing Chen, Larry G. Epstein, Guodong Zhang:
A central limit theorem, loss aversion and multi-armed bandits. J. Econ. Theory 209: 105645 (2023) - [i2]Huaijin Liang, Zengjing Chen:
Proofs of the Ethier and Lee slot machine conjectures. CoRR abs/2310.08935 (2023) - 2021
- [i1]Zengjing Chen, Larry G. Epstein, Guodong Zhang:
A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits. CoRR abs/2106.05472 (2021)
2010 – 2019
- 2017
- [j5]Gaofeng Zong, Zengjing Chen, Faisal Shahzad:
Comonotonic Random Sets and Its Additivity of Choquet Integrals. Int. J. Uncertain. Fuzziness Knowl. Based Syst. 25(4): 557-572 (2017) - 2016
- [j4]Gaofeng Zong, Zengjing Chen, Yuting Lan:
Fubini-Like Theorem of Real-Valued Choquet Integrals for Set-Valued Mappings. Int. J. Uncertain. Fuzziness Knowl. Based Syst. 24(3): 387-404 (2016) - 2013
- [j3]Zengjing Chen, Panyu Wu, Baoming Li:
A strong law of large numbers for non-additive probabilities. Int. J. Approx. Reason. 54(3): 365-377 (2013) - 2012
- [j2]Defei Zhang, Zengjing Chen:
Exponential stability for stochastic differential equation driven by G-Brownian motion. Appl. Math. Lett. 25(11): 1906-1910 (2012) - 2011
- [j1]Zengjing Chen, Agnès Sulem:
An integral representation theorem of g-expectations. Risk Decis. Anal. 2(4): 245-255 (2011) - [c1]Zengjing Chen, Panyu Wu:
Strong Laws of Large Numbers for Bernoulli Experiments under Ambiguity. NL-MUA 2011: 19-30
Coauthor Index
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