The following pages link to Xiang Yu (Q2013575):
Displaying 10 items.
- Optimal consumption under habit formation in markets with transaction costs and random endowments (Q2013576) (← links)
- Utility maximization with addictive consumption habit formation in incomplete semimartingale markets (Q2346076) (← links)
- Optimal investment with random endowments and transaction costs: duality theory and shadow prices (Q2422170) (← links)
- On the market viability under proportional transaction costs (Q4581290) (← links)
- A study of motion recognition from video sequences (Q6483323) (← links)
- A mean field game approach to equilibrium consumption under external habit formation (Q6635671) (← links)
- Continuous time q-learning for mean-field control problems (Q6657508) (← links)
- Extended mean-field control problems with Poissonian common noise: Stochastic maximum principle and Hamiltonian-Jacobi-Bellman equation (Q6735516) (← links)
- Extended mean field control problems with constraints: The generalized Fritz-John conditions and Lagrangian method (Q6740290) (← links)
- Constrained mean-field control with singular control: Existence, stochastic maximum principle and constrained FBSDE (Q6764135) (← links)
