14 citations · 14 across the 2 of their papers we have counts for
2 papers
cs.GT2014
The Discrete Sell or Hold Problem with Constraints on Asset Values
Ye Du
The discrete sell or hold problem (DSHP), which is introduced in \cite{H12}, is studied under the constraint that each asset can only take a constant number of different values. We…
cs.CC2009★ 14 cited
Settling the Complexity of Arrow-Debreu Equilibria in Markets with Additively Separable Utilities
Xi Chen, Decheng Dai, Ye Du +1
We prove that the problem of computing an Arrow-Debreu market equilibrium is PPAD-complete even when all traders use additively separable, piecewise-linear and concave utility func…