Fengyi Yuan
Economics, Econometrics and Finance · University of Michigan
Publications
20
Citations
123
Est. group size
—
Recurring co-author estimate
Active years
6
Publishing since 2020
Typically publishes in teams of ~3 · 59% small-team papers (≤3 authors) · across 11 venues
- Dynamic Portfolio Selection for Nonlinear Law-Dependent Preferences
Mathematics of Operations Research · 2025
- Retirement Decision with Addictive Habit Persistence in a Jump Diffusion Market
SIAM Journal on Financial Mathematics · 2025
- A Riemannian regularized Gauss–Newton method for low-rank matrix completion
AIMS Mathematics · 2025
- Equilibria for Time-Inconsistent Singular Control Problems
SIAM Journal on Control and Optimization · 2024
- Dynamic portfolio selection under generalized disappointment aversion
arXiv (Cornell University) · 2024
- Consumption-investment decisions with endogenous reference point and drawdown constraint
Mathematics and Financial Economics · 2023
- Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions
Mathematical Finance · 2023
- Time-inconsistent mean-field stopping problems: A regularized equilibrium approach
arXiv (Cornell University) · 2023
- A Dynamic Mathematical Model for Wide-Load Range Operation of Ultra-Supercritical Units
2023
- Distributed adaptive NN control for nonlinear multi‐agent systems with function constraints on states
International Journal of Robust and Nonlinear Control · 2022
- Adaptive distributed tracking control for non-affine multi-agent systems with state constraints and dead-zone input
Journal of the Franklin Institute · 2021
- Weak equilibriums for time-inconsistent stopping control problems
arXiv (Cornell University) · 2021
- Weak equilibria for time-inconsistent control: with applications to investment-withdrawal decisions
arXiv (Cornell University) · 2021
- Optimal DB-PAYGO pension management towards a habitual contribution rate
Insurance Mathematics and Economics · 2020
- Adaptive NN Control for Nonlinear Multi-Agent Systems With Unknown Control Direction and Full State Constraints
IEEE Access · 2020
- arXiv (Cornell University)×7
- IEEE Transactions on Neural Networks and Learning Systems×1
- Journal of the Franklin Institute×1
- Insurance Mathematics and Economics×1
- IEEE Access×1
- Yuchong Zhang
Economics, Econometrics and Finance · University of Michigan
- Erhan Bayraktar
Economics, Econometrics and Finance · University of Michigan
- Ibrahim Ekren
Economics, Econometrics and Finance · University of Michigan
- Hui Jiang
Economics, Econometrics and Finance · University of Michigan
- Asaf Cohen
Economics, Econometrics and Finance · University of Michigan
This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.
Last updated Jul 25, 2026.
Claim or correct this profile