Yipeng Yang

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
Long-range dependence and rational Gaussian noise Statistics	2024-05-06	Paper
On the paradox of pesticides Communications in Nonlinear Science and Numerical Simulation	2020-09-10	Paper
On-line constrained predictive control algorithm using multi-objective fuzzy-optimization and a case study Fuzzy Optimization and Decision Making	2020-02-04	Paper
Finite horizon optimal execution with bounded rate of transaction Stochastic Models	2019-11-18	Paper
A multidimensional stochastic singular control problem via Dynkin game and Dirichlet form SIAM Journal on Control and Optimization	2015-03-27	Paper
Refined Solutions of Time Inhomogeneous Optimal Stopping Games via Dirichlet Form	2015-02-23	Paper
Refined Solutions of Time Inhomogeneous Optimal Stopping Games via Dirichlet Form (available as arXiv preprint)	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 Mathematics of Operations Research	2012-05-24	Paper
Constant elasticity of variance model for proportional reinsurance and investment strategies Insurance Mathematics & Economics	2012-02-10	Paper
Finding the fuzzy satisfying solutions to constrained optimal control systems and application to robot path planning International Journal of General Systems	2004-06-18	Paper

Research outcomes over time

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