44 citations · 187 across the 43 of their papers we have counts for
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math.PR2022★ 3 cited
Systemic robustness: a mean-field particle system approach
Erhan Bayraktar, Gaoyue Guo, Wenpin Tang +1
This paper is concerned with the problem of budget control in a large particle system modeled by stochastic differential equations involving hitting times, which arises from consid…
econ.GN2022★ 3 cited
Trading under the Proof-of-Stake Protocol -- a Continuous-Time Control Approach
Wenpin Tang, David D. Yao
We develop a continuous-time control approach to optimal trading in a Proof-of-Stake (PoS) blockchain, formulated as a consumption-investment problem that aims to strike the optima…
econ.GN2022★ 1 cited
Stability of shares in the Proof of Stake Protocol -- Concentration and Phase Transitions
Wenpin Tang
This paper is concerned with the stability of shares in a cryptocurrency where the new coins are issued according to the Proof of Stake protocol. We identify large, medium and smal…