Следене
Yu-Jui Huang
Yu-Jui Huang
Assistant Professor, Department of Applied Mathematics, University of Colorado Boulder
Потвърден имейл адрес: colorado.edu - Начална страница
Заглавие
Позовавания
Позовавания
Година
On the multidimensional controller-and-stopper games
E Bayraktar, YJ Huang
SIAM Journal on Control and Optimization 51 (2), 1263-1297, 2013
702013
Time-consistent stopping under decreasing impatience
YJ Huang, A Nguyen-Huu
Finance and Stochastics 22 (1), 69-95, 2018
582018
Strong and weak equilibria for time-inconsistent stochastic control in continuous time
YJ Huang, Z Zhou
Mathematics of Operations Research 46 (2), 428-451, 2021
512021
General stopping behaviors of naïve and noncommitted sophisticated agents, with application to probability distortion
YJ Huang, A Nguyen‐Huu, XY Zhou
Mathematical Finance 30 (1), 310-340, 2020
512020
On hedging American options under model uncertainty
E Bayraktar, YJ Huang, Z Zhou
SIAM Journal on Financial Mathematics 6 (1), 425-447, 2015
432015
Optimal equilibria for time‐inconsistent stopping problems in continuous time
YJ Huang, Z Zhou
Mathematical Finance 30 (3), 1103-1134, 2020
362020
The optimal equilibrium for time-inconsistent stopping problems---the discrete-time case
YJ Huang, Z Zhou
SIAM journal on control and optimization 57 (1), 590-609, 2019
362019
Model-independent superhedging under portfolio constraints
A Fahim, YJ Huang
Finance and Stochastics 20, 51-81, 2016
302016
Optimal stopping under model ambiguity: A time‐consistent equilibrium approach
YJ Huang, X Yu
Mathematical finance 31 (3), 979-1012, 2021
292021
Outperforming the market portfolio with a given probability
E Bayraktar, YJ Huang, Q Song
212012
Optimal equilibria for multidimensional time-inconsistent stopping problems
YJ Huang, Z Wang
SIAM Journal on Control and Optimization 59 (2), 1705-1729, 2021
182021
Consumption, investment and healthcare with aging
P Guasoni, YJ Huang
Finance and Stochastics 23, 313-358, 2019
112019
A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria
YJ Huang, Z Zhou
Finance and Stochastics 26 (2), 301-334, 2022
102022
Robust maximization of asymptotic growth under covariance uncertainty
E Bayraktar, YJ Huang
The Annals of Applied Probability, 1817-1840, 2013
102013
Asymptotic optimality in byzantine distributed quickest change detection
YC Huang, YJ Huang, SC Lin
IEEE Transactions on Information Theory 67 (9), 5942-5962, 2021
72021
Mortality and Healthcare: A Stochastic Control Analysis under Epstein--Zin Preferences
J Aurand, YJ Huang
SIAM Journal on Control and Optimization 59 (5), 4051-4080, 2021
62021
Stopping behaviors of naive and non-committed sophisticated agents when they distort probability
YJ Huang, A Nguyen-Huu, XY Zhou
Available at SSRN 3035538, 2017
62017
A tight converse to the asymptotic performance of Byzantine distributed sequential change detection
YC Huang, SC Lin, YJ Huang
2019 IEEE International Symposium on Information Theory (ISIT), 2404-2408, 2019
52019
Epstein-Zin utility maximization on a random horizon
J Aurand, YJ Huang
arXiv preprint arXiv:1903.08782, 2019
52019
Optimal consumption in the stochastic Ramsey problem without boundedness constraints
YJ Huang, S Khalili
SIAM Journal on Control and Optimization 57 (2), 783-809, 2019
52019
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