Junjian Yang

According to our database1, Junjian Yang authored at least 4 papers between 2018 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2023
Entropic Optimal Planning for Path-Dependent Mean Field Games.
SIAM J. Control. Optim., June, 2023

2022
Random Horizon Principal-Agent Problems.
SIAM J. Control. Optim., 2022

2020
Ergodicity of the underdamped mean-field Langevin dynamics.
CoRR, 2020

2018
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs.
Finance Stochastics, 2018


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