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Publications by Fahuai Yi
Finite Horizon Optimal Investment and Consumption With Transaction Costs
SIAM Journal on Control and Optimization
Control
Applied Mathematics
Optimization
Vanishing Specific Heat for the Classical Solutions of a Multidimensional Stefan Problem With Kinetic Condition
Quarterly of Applied Mathematics
Applied Mathematics
Related publications
A Multi-Asset Investment and Consumption Problem With Transaction Costs
Finance and Stochastics
Uncertainty
Statistics
Finance
Probability
Transaction Costs and Consumption
Journal of Economic Dynamics and Control
Control
Applied Mathematics
Optimization
Econometrics
Economics
Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
SIAM Journal on Control and Optimization
Control
Applied Mathematics
Optimization
Log-Optimal Portfolio-Selection Strategies With Proportional Transaction Costs
Machine Learning for Financial Engineering
Optimal Portfolio Choice With Predictability in House Prices and Transaction Costs
SSRN Electronic Journal
Optimal Consumption and Investment With Labor Income and European/American Capital Guarantee
SSRN Electronic Journal
Optimal Portfolio Selection for the Small Investor Considering Risk and Transaction Costs
Operations-Research-Spektrum
Management Science
Operations Research
Monetary General Equilibrium With Transaction Costs
Journal of Mathematical Economics
Applied Mathematics
Economics
Econometrics
Approximate Finite-Horizon Optimal Control for Input-Affine Nonlinear Systems With Input Constraints
IFAC Proceedings Volumes
