2 papers
math.OC2025
Optimal investment and consumption under forward utilities with relative performance concerns
Guillaume Broux-Quemerais, Anis Matoussi, Zhou Chao
We study a n-player and mean-field portfolio optimization problem under relative performance concerns with non-zero volatility, for wealth and consumption. The consistency assumpti…
math.NA2024
Research on Real-time Operational Status Evaluation Technology of Automobile Based on Information Data Fusion Algorithm
Zuo Yanhong, Xia Shilong, Zhou Chao +1
Automobiles have become the main means of transportation for human beings, and their failures in the process of operation are directly related to the life and property safety of dr…