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Search Results: 1 - 10 of 74102 matches for " Yu Xiang "
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A Wingless Flight
Xiang Yu
PLOS Biology , 2012, DOI: 10.1371/journal.pbio.0000049
Abstract:
Permanence and extinction of a periodic multi-delays competitive system with toxicant and birth pulses
Yu Xiang
Applied Mathematical Sciences , 2012,
Abstract:
Dynamical analysis of a delayed pest management SEI system with birth pulse and impulsive harvesting at different moments
Yu Xiang
Applied Mathematical Sciences , 2012,
Abstract:
A Wingless Flight
Xiang Yu
PLOS Biology , 2003, DOI: 10.1371/journal.pbio.0000049
Abstract:
Utility maximization with addictive consumption habit formation in incomplete semimartingale markets
Xiang Yu
Mathematics , 2011, DOI: 10.1214/14-AAP1026
Abstract: This paper studies the continuous time utility maximization problem on consumption with addictive habit formation in incomplete semimartingale markets. Introducing the set of auxiliary state processes and the modified dual space, we embed our original problem into a time-separable utility maximization problem with a shadow random endowment on the product space $\mathbb{L}_+^0(\Omega\times [0,T],\mathcal{O},\overline{\mathbb{P}})$. Existence and uniqueness of the optimal solution are established using convex duality approach, where the primal value function is defined on two variables, that is, the initial wealth and the initial standard of living. We also provide sufficient conditions on the stochastic discounting processes and on the utility function for the well-posedness of the original optimization problem. Under the same assumptions, classical proofs in the approach of convex duality analysis can be modified when the auxiliary dual process is not necessarily integrable.
An Explicit Example Of Optimal Portfolio-Consumption Choices With Habit Formation And Partial Observations
Xiang Yu
Mathematics , 2011,
Abstract: We consider a model of optimal investment and consumption with both habit formation and partial observations in incomplete It\^{o} processes market. The investor chooses his consumption under the addictive habits constraint while only observing the market stock prices but not the instantaneous rate of return. Applying the Kalman-Bucy filtering theorem and the Dynamic Programming arguments, we solve the associated Hamilton-Jacobi-Bellman (HJB) equation explicitly for the path dependent stochastic control problem in the case of power utilities. We provide the optimal investment and consumption policies in explicit feedback forms using rigorous verification arguments.
Optimal Consumption under Habit Formation In Markets with Transaction Costs and Random Endowments
Xiang Yu
Quantitative Finance , 2014,
Abstract: This paper studies the optimal consumption under the addictive habit formation preference in markets with transaction costs and unbounded random endowments. To model the proportional transaction costs, we adopt the Kabanov's multi-asset framework with a cash account. At the terminal time T, the investor can receive unbounded random endowments for which we propose a new definition of acceptable portfolios based on the strictly consistent price system (SCPS). We prove a type of super-hedging theorem using the acceptable portfolios which enables us to obtain the consumption budget constraint condition under market frictions. Applying the path dependence reduction and the embedding approach, we obtain the existence and uniqueness of the optimal consumption using some auxiliary processes and the duality analysis. As an application of the duality theory, the market isomorphism with special discounting factors is also discussed in the sense that the original optimal consumption with habit formation is equivalent to the standard optimal consumption problem without the habits impact, however, in a modified isomorphic market model.
Food Supply Chain Safety Risk Prevention and Control: Based on the Behavioral Perspective  [PDF]
Yong-Sheng Liu, Rong Yu, Xiang-Xiang Lin
Journal of Service Science and Management (JSSM) , 2012, DOI: 10.4236/jssm.2012.53031
Abstract: Food supply chain is characterized by the complexity of covering a large range of aspects, which determines the difficulty of its safety risk prevention and control. Every step in food supply chain involves human activities, therefore the human participation becomes one of the critical elements that impact the food supply chain safety risk. From the perspective of human behavior as a cut-in point, the matter of food supply chain safety risk prevention and control is discussed and analyzed, referring to related theories of organizational behavior. Based on the discussion on attitude and motivation, two main factors that influence human behavior, approaches of controlling human behavior are summarized from two aspects, which are respectively correcting the food supply chain participants’ attitudes and providing them with incentives, so as to reach the goal of food supply chain safety risk prevention and control.
Exponential Dichotomies and Homoclinic Orbits from Heteroclinic Cycles  [PDF]
Tiejun Chen, Yu Xiang, Yuxiao Chen
American Journal of Computational Mathematics (AJCM) , 2012, DOI: 10.4236/ajcm.2012.22014
Abstract: In this paper, we investigate the homoclinic bifurcations from a heteroclinic cycle by using exponential dichotomies. We give a Melnikov—type condition assuring the existence of homoclinic orbits form heteroclinic cycle. We improve some important results.
Is It Possible to Publish a Calibration Function for Radiochromic Film?  [PDF]
Maria F. Chan, David Lewis, Xiang Yu
International Journal of Medical Physics,Clinical Engineering and Radiation Oncology (IJMPCERO) , 2014, DOI: 10.4236/ijmpcero.2014.31005
Abstract:

Purpose: To assess the possibility of using a public calibration function for radiochromic film dosimetry in dose QA of highly conformal treatment plans. Methods: EBT3 film calibration strips (3.5 × 20 cm2 from lots A101212 and A011713) were exposed on a Varian Trilogy at a facility to a 10 × 10 cm2 open field at doses of 80, 160, 320 cGy using 6MV photons. Together with a strip of unexposed film from the same lot, the exposed films were digitized in a single scan using different Epson 10,000 XL scanners at two different facilities. The dose-response data for each color-channel from each facility were generated using the same calibration function X(D) = a + b/(D - c), where X(D) is the response at dose D and a, b and c are the coefficients. Different batches of EBT3 film were exposed to a VMAT beam. These films, plus two reference strips exposed to doses of zero and 160 cGy, were digitized on the scanners at the two facilities. Using the multi-channel dosimetry method and One-scan protocol

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