Xiang Yu

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Optimal consumption under relaxed benchmark tracking and consumption drawdown constraint SIAM Journal on Financial Mathematics	2026-04-29	Paper
An extended Merton problem with relaxed benchmark tracking Mathematical Finance	2026-03-06	Paper
Stochastic control problems with state reflections arising from relaxed benchmark tracking Mathematics of Operations Research	2025-11-26	Paper
New models and methods in dynamic portfolio optimization Series in Quantitative Finance	2025-10-22	Paper
A decomposition-homogenization method for Robin boundary problems on the nonnegative orthant Electronic Journal of Probability	2025-02-19	Paper
Optimal consumption under a drawdown constraint over a finite horizon Automatica	2025-02-14	Paper
On optimal tracking portfolio in incomplete markets: the reinforcement learning approach SIAM Journal on Control and Optimization	2025-01-31	Paper
On the problem of infinite spin in total collisions of the planar N-body problem Memoirs of the American Mathematical Society	2025-01-28	Paper
Continuous time q-learning for mean-field control problems Applied Mathematics and Optimization	2025-01-06	Paper
A mean field game approach to equilibrium consumption under external habit formation Stochastic Processes and their Applications	2024-11-12	Paper
Optimal investment with random endowments and transaction costs: duality theory and shadow prices Mathematics and Financial Economics	2019-06-18	Paper
On the market viability under proportional transaction costs Mathematical Finance	2018-08-16	Paper
Optimal consumption under habit formation in markets with transaction costs and random endowments The Annals of Applied Probability	2017-08-08	Paper
Optimal consumption under habit formation in markets with transaction costs and random endowments The Annals of Applied Probability	2017-08-08	Paper
Utility maximization with addictive consumption habit formation in incomplete semimartingale markets The Annals of Applied Probability	2015-05-29	Paper
Utility maximization with addictive consumption habit formation in incomplete semimartingale markets The Annals of Applied Probability	2015-05-29	Paper
A study of motion recognition from video sequences Computing and Visualization in Science	2005-11-07	Paper

Research outcomes over time

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