1 citations · 1 across the 6 of their papers we have counts for
7 papers
Finite Horizon Time Inhomogeneous Singular Control Problem of One-dimensional Diffusion via Dynkin Game
Yipeng Yang
The Hamilton-Jacobi-Bellman equation (HJB) associated with the time inhomogeneous singular control problem is a parabolic partial differential equation, and the existence of a clas…
Prospect Agents and the Feedback Effect on Price Fluctuations
Yipeng Yang, Allanus Tsoi
A microeconomic approach is proposed to derive the fluctuations of risky asset price, where the market participants are modeled as prospect trading agents. As asset price is genera…
Refined Solutions of Time Inhomogeneous Optimal Stopping Games via Dirichlet Form
Yipeng Yang
The properties of value functions of time inhomogeneous optimal stopping problem and zero-sum game (Dynkin game) are studied through time dependent Dirichlet form. Under the absolu…
On the paradox of pesticides
Y. Charles Li, Yipeng Yang
The paradox of pesticides was observed experimentally, which says that pesticides may dramatically increase the population of a pest when the pest has a natural predator. Here we u…
A Correction to "Dynkin Games Via Dirichlet Forms and Singular Control of One-Dimensional Diffusion"
Yipeng Yang
In the paper "Dynkin Games Via Dirichlet Forms and Singular Control of One-Dimensional Diffusion", the authors tried to show the existences of a smooth value function and an optima…
Multi-dimensional Stochastic Singular Control Via Dynkin Game and Dirichlet Form
Yipeng Yang
The traditional difficulty about stochastic singular control is to characterize the regularities of the value function and the optimal control policy. In this paper, a multi-dimens…
A Monte Carlo Simulation on Clustering Dynamics of Social Amoebae
Yipeng Yang, Y. Charles Li
A discrete model for computer simulations of the clustering dynamics of Social Amoebae is presented. This model incorporates the wavelike propagation of extracellular signaling cAM…