| On the multidimensional controller-and-stopper games E Bayraktar, YJ Huang SIAM Journal on Control and Optimization 51 (2), 1263-1297, 2013 | 71 | 2013 |
| Time-consistent stopping under decreasing impatience YJ Huang, A Nguyen-Huu Finance and Stochastics 22 (1), 69-95, 2018 | 60 | 2018 |
| Strong and weak equilibria for time-inconsistent stochastic control in continuous time YJ Huang, Z Zhou Mathematics of Operations Research 46 (2), 428-451, 2021 | 54 | 2021 |
| General stopping behaviors of naïve and noncommitted sophisticated agents, with application to probability distortion YJ Huang, A Nguyen‐Huu, XY Zhou Mathematical Finance 30 (1), 310-340, 2020 | 52 | 2020 |
| On hedging American options under model uncertainty E Bayraktar, YJ Huang, Z Zhou SIAM Journal on Financial Mathematics 6 (1), 425-447, 2015 | 41 | 2015 |
| Optimal equilibria for time‐inconsistent stopping problems in continuous time YJ Huang, Z Zhou Mathematical Finance 30 (3), 1103-1134, 2020 | 37 | 2020 |
| The optimal equilibrium for time-inconsistent stopping problems---the discrete-time case YJ Huang, Z Zhou SIAM journal on control and optimization 57 (1), 590-609, 2019 | 37 | 2019 |
| Model-independent superhedging under portfolio constraints A Fahim, YJ Huang Finance and Stochastics 20, 51-81, 2016 | 31 | 2016 |
| Optimal stopping under model ambiguity: A time‐consistent equilibrium approach YJ Huang, X Yu Mathematical finance 31 (3), 979-1012, 2021 | 29 | 2021 |
| Optimal equilibria for multidimensional time-inconsistent stopping problems YJ Huang, Z Wang SIAM Journal on Control and Optimization 59 (2), 1705-1729, 2021 | 21 | 2021 |
| Outperforming the market portfolio with a given probability E Bayraktar, YJ Huang, Q Song | 21 | 2012 |
| Consumption, investment and healthcare with aging P Guasoni, YJ Huang Finance and Stochastics 23, 313-358, 2019 | 13 | 2019 |
| A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria YJ Huang, Z Zhou Finance and Stochastics 26 (2), 301-334, 2022 | 12 | 2022 |
| Robust maximization of asymptotic growth under covariance uncertainty E Bayraktar, YJ Huang The Annals of Applied Probability, 1817-1840, 2013 | 10 | 2013 |
| Asymptotic optimality in Byzantine distributed quickest change detection YC Huang, YJ Huang, SC Lin IEEE Transactions on Information Theory 67 (9), 5942-5962, 2021 | 8 | 2021 |
| Mortality and Healthcare: A Stochastic Control Analysis under Epstein--Zin Preferences J Aurand, YJ Huang SIAM Journal on Control and Optimization 59 (5), 4051-4080, 2021 | 8 | 2021 |
| Convergence of policy improvement for entropy-regularized stochastic control problems YJ Huang, Z Wang, Z Zhou arXiv preprint arXiv:2209.07059, 2022 | 7 | 2022 |
| Stopping behaviors of naive and non-committed sophisticated agents when they distort probability YJ Huang, A Nguyen-Huu, XY Zhou Available at SSRN 3035538, 2017 | 6 | 2017 |
| A tight converse to the asymptotic performance of Byzantine distributed sequential change detection YC Huang, SC Lin, YJ Huang 2019 IEEE International Symposium on Information Theory (ISIT), 2404-2408, 2019 | 5 | 2019 |
| Epstein-Zin utility maximization on a random horizon J Aurand, YJ Huang arXiv preprint arXiv:1903.08782, 2019 | 5 | 2019 |
Erhan BayraktarProfessor, University of Michigan, Department of Mathematics在 umich.edu 的电子邮件经过验证
