Yipeng Yang

Available identifiers

Publication	Date of Publication	Type
Long-range dependence and rational Gaussian noise	2024-05-06	Paper
On the paradox of pesticides	2020-09-10	Paper
On-line constrained predictive control algorithm using multi-objective fuzzy-optimization and a case study	2020-02-04	Paper
Finite horizon optimal execution with bounded rate of transaction	2019-11-18	Paper
A multidimensional stochastic singular control problem via Dynkin game and Dirichlet form	2015-03-27	Paper
Refined Solutions of Time Inhomogeneous Optimal Stopping Games via Dirichlet Form	2015-02-23	Paper
Finite Horizon Time Inhomogeneous Singular Control Problem of One-dimensional Diffusion via Dynkin Game	2014-10-13	Paper
A Correction to "Dynkin Games Via Dirichlet Forms and Singular Control of One-Dimensional Diffusion"	2013-02-20	Paper
A stochastic portfolio optimization model with bounded memory	2012-05-24	Paper
Constant elasticity of variance model for proportional reinsurance and investment strategies	2012-02-10	Paper
Finding the fuzzy satisfying solutions to constrained optimal control systems and application to robot path planning	2004-06-18	Paper

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