| Publication | Date of Publication | Type |
|---|
Major-minor mean field game of stopping: an entropy regularization approach
SIAM Journal on Control and Optimization | 2026-09-08 | Paper |
Optimal consumption under loss-averse multiplicative habit formation preferences
SIAM Journal on Financial Mathematics | 2026-09-01 | Paper |
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 |
Incremental equations in curvature-dependent surface elasticity
(available as arXiv preprint) | 2026-01-01 | Paper |
Mean-field games with rough common noise: the compactification approach
(available as arXiv preprint) | 2026-01-01 | Paper |
Policy Iteration Achieves Regularized Equilibrium under Time Inconsistency
(available as arXiv preprint) | 2026-01-01 | Paper |
Equilibrium under Time-Inconsistency: A New Existence Theory by Vanishing Entropy Regularization
(available as arXiv preprint) | 2026-01-01 | Paper |
Equilibrium for Time-inconsistent Mean Field Games: A Systematic Analysis by Entropy Regularization
(available as arXiv preprint) | 2026-01-01 | Paper |
Exclusion of Infinite Spin for N-body problem in $\mathbb{R}^d$
(available as arXiv preprint) | 2026-01-01 | Paper |
Continuous-time q-learning in jump-diffusion models under Tsallis entropy
Mathematics and Financial Economics | 2026-01-01 | Paper |
Local $W^{2,1}_{p}$ convergence of penalization for time-inconsistent stopping problems
(available as arXiv preprint) | 2026-01-01 | 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 |
Constrained mean-field control with singular control: Existence, stochastic maximum principle and constrained FBSDE
(available as arXiv preprint) | 2025-01-01 | Paper |
Mean Field Game of Controls with State Reflections: Existence and Limit Theory
(available as arXiv preprint) | 2025-01-01 | Paper |
Mean Field Control with Poissonian Common Noise: A Pathwise Compactification Approach
(available as arXiv preprint) | 2025-01-01 | Paper |
A mean field game approach to equilibrium consumption under external habit formation
Stochastic Processes and their Applications | 2024-11-12 | Paper |
Extended mean-field control problems with Poissonian common noise: Stochastic maximum principle and Hamiltonian-Jacobi-Bellman equation
(available as arXiv preprint) | 2024-01-01 | Paper |
Extended mean field control problems with constraints: The generalized Fritz-John conditions and Lagrangian method
(available as arXiv preprint) | 2024-01-01 | 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 |
On Dynamic Programming Principle for Stochastic Control under Expectation Constraints
(available as arXiv preprint) | 2018-01-01 | 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 |
