1 citations · 1 across the 1 of their papers we have counts for
2 papers
q-fin.CP2014★ 1 cited
Computation of the "Enrichment" of a Value Functions of an Optimization Problem on Cumulated Transaction-Costs through a Generalized Lax-Hopf Formula
Luxi Chen
The Lax-Hopf formula simplifies the value function of an intertemporal optimization (infinite dimensional) problem associated with a convex transaction-cost function which depends…
math.OC2014
Cournot Maps for Intercepting Evader Evolutions by a Pursuer
Jean-Pierre Aubin, Chen Luxi
Instead of studying evolutions governed by an evolutionary system starting at a given initial state on a prescribed future time interval, finite or infinite, we tackle the problem…