17 citations · 44 across the 15 of their papers we have counts for
5 papers · 1 filter
Teamwise Mean Field Competitions
Xiang Yu, Yuchong Zhang, Zhou Zhou
This paper studies competitions with rank-based reward among a large number of teams. Within each sizable team, we consider a mean-field contribution game in which each team member…
Optimal Tracking Portfolio with A Ratcheting Capital Benchmark
Lijun Bo, Huafu Liao, Xiang Yu
This paper studies the finite horizon portfolio management by optimally tracking a ratcheting capital benchmark process. It is assumed that the fund manager can dynamically inject…
Optimal Consumption with Reference to Past Spending Maximum
Shuoqing Deng, Xun Li, Huyen Pham +1
This paper studies the infinite-horizon optimal consumption with a path-dependent reference under exponential utility. The performance is measured by the difference between the non…
On sums of coefficients of Borwein type polynomials over arithmetic progressions
Jiyou Li, Xiang Yu
We obtain asymptotic formulas for sums over arithmetic progressions of coefficients of polynomials of the form where is an odd…
On Periodic orbits of the Planar N-body Problem
Xiang Yu
By introducing a new coordinate system, we prove that there are abundant new periodic orbits near relative equilibrium solutions of the N-body problem. We consider only Lagrange re…