Guanxing Fu

Publication Activity (10 Years)

Years Active: 2017-2023
Publications (10 Years): 4

Top Topics

Optimal Portfolio

Top Venues

SIAM J. Control. Optim.

Math. Oper. Res.

Publications

Guanxing Fu
Extended Mean Field Games with Singular Controls. SIAM J. Control. Optim. 61 (1) (2023)
Guanxing Fu, Paulwin Graewe, Ulrich Horst, Alexandre Popier
A Mean Field Game of Optimal Portfolio Liquidation. Math. Oper. Res. 46 (4) (2021)
Guanxing Fu, Ulrich Horst
Mean-Field Leader-Follower Games with Terminal State Constraint. SIAM J. Control. Optim. 58 (4) (2020)
Guanxing Fu, Ulrich Horst
Mean Field Games with Singular Controls. SIAM J. Control. Optim. 55 (6) (2017)