Fahuai Yi

Publication Activity (10 Years)

Years Active: 1998-2024
Publications (10 Years): 5

Top Topics

Inventory Models

Top Venues

SIAM J. Control. Optim.

J. Comput. Appl. Math.

Math. Oper. Res.

Commun. Nonlinear Sci. Numer. Simul.

Publications

Xiaoru Han, Fahuai Yi, Jianbo Zhang
A Reversible Investment Problem with Capacity and Demand in Finite Horizon: Free Boundary Analysis. SIAM J. Control. Optim. 62 (2) (2024)
Xiaoru Han, Fahuai Yi
An irreversible investment problem with demand on a finite horizon: The optimal investment boundary analysis. Commun. Nonlinear Sci. Numer. Simul. 109 (2022)
Xiaoshan Chen, Chonghu Guan, Fahuai Yi
A Free Boundary Problem of Liquidity Management for Optimal Dividend and Insurance in Finite Horizon. SIAM J. Control. Optim. 59 (4) (2021)
Zuo Quan Xu, Fahuai Yi
Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty. Math. Oper. Res. 45 (1) (2020)
Qinghua Ma, Fahuai Yi, Chonghu Guan
A consumption-investment problem with constraints on minimum and maximum consumption rates. J. Comput. Appl. Math. 338 (2018)
Xiaoshan Chen, Qingshuo Song, Fahuai Yi, Gang George Yin
Characterization of stochastic control with optimal stopping in a Sobolev space. Autom. 49 (6) (2013)
Xiaoshan Chen, Fahuai Yi
A Problem of Singular Stochastic Control with Optimal Stopping in Finite Horizon. SIAM J. Control. Optim. 50 (4) (2012)
Min Dai, Lishang Jiang, Peifan Li, Fahuai Yi
Finite Horizon Optimal Investment and Consumption with Transaction Costs. SIAM J. Control. Optim. 48 (2) (2009)
Fahuai Yi, Zhou Yang, Xiaohua Wang
A Variational Inequality Arising from European Installment Call Options Pricing. SIAM J. Math. Anal. 40 (1) (2008)
Fahuai Yi, Yingshan Chen
Exercise boundary of American-style Asian option. Appl. Math. Comput. 204 (1) (2008)
Lihe Wang, Fahuai Yi
Schauder theory for a parabolic equation in a wedge-shaped domain. Comput. Math. Appl. 53 (7) (2007)
Fahuai Yi
Global classical solution of quasi-stationary Stefan free boundary problem. Appl. Math. Comput. 160 (3) (2005)
Fahuai Yi, T. M. Shih
Stefan problem with convection. Appl. Math. Comput. 95 (2-3) (1998)