2 citations · 2 across the 2 of their papers we have counts for
2 papers
math.OC2025
A Two-fold Randomization Framework for Impulse Control Problems
Haoyang Cao, Yuchao Dong, Zhouhao Yang
We propose and analyze a randomization scheme for a general class of impulse control problems. The solution to this randomized problem is characterized as the fixed point of a comp…
math.OC2023★ 2 cited
A Problem of Finite-Horizon Optimal Switching and Stochastic Control for Utility Maximization
Zhou Yang, Junkee Jeon
In this paper, we undertake an investigation into the utility maximization problem faced by an economic agent who possesses the option to switch jobs, within a scenario featuring t…