Yu-Jui Huang

Available identifiers

zbMath Open huang.yu-juiMaRDI QIDQ261913

List of research outcomes

Publication	Date of Publication	Type
Epstein‐Zin utility maximization on a random horizon	2024-01-31	Paper
Relaxed Equilibria for Time-Inconsistent Markov Decision Processes	2023-07-09	Paper
Convergence of Policy Improvement for Entropy-Regularized Stochastic Control Problems	2022-09-15	Paper
Minimizing the Repayment Cost of Federal Student Loans	2022-08-05	Paper
A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria	2022-04-01	Paper
Mortality and Healthcare: A Stochastic Control Analysis under Epstein--Zin Preferences	2021-11-05	Paper
Asymptotic Optimality in Byzantine Distributed Quickest Change Detection	2021-09-07	Paper
Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time	2021-07-15	Paper
Optimal Equilibria for Multidimensional Time-Inconsistent Stopping Problems	2021-05-28	Paper
Short Communication: American Student Loans: Repayment and Valuation	2021-05-17	Paper
Optimal equilibria for time‐inconsistent stopping problems in continuous time	2021-03-23	Paper
Generalized Duality for Model-Free Superhedging given Marginals	2019-09-13	Paper
Consumption, investment and healthcare with aging	2019-04-24	Paper
Optimal Consumption in the Stochastic Ramsey Problem without Boundedness Constraints	2019-03-11	Paper
The Optimal Equilibrium for Time-Inconsistent Stopping Problems---The Discrete-Time Case	2019-02-19	Paper
Time-consistent stopping under decreasing impatience	2018-01-16	Paper
Optimal Equilibria for Time-Inconsistent Stopping Problems in Continuous Time	2017-12-21	Paper
The stochastic solution to a Cauchy problem for degenerate parabolic equations	2017-03-28	Paper
Model-independent superhedging under portfolio constraints	2016-03-29	Paper
On Hedging American Options under Model Uncertainty	2015-06-26	Paper
Robust maximization of asymptotic growth under covariance uncertainty	2013-10-25	Paper
On the Multidimensional Controller-and-Stopper Games	2013-07-17	Paper
Outperforming the market portfolio with a given probability	2012-09-19	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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