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A new approach to the existence and regularity of linear equilibrium in a noisy rational expectations economy 期刊论文
JOURNAL OF MATHEMATICAL ECONOMICS, 2020, 卷号: 90, 页码: 119-126
Authors:  Lou, Youcheng;  Wang, Shouyang
Favorite  |  View/Download:0/0  |  Submit date:2021/01/14
Existence and regularity  Rational expectations equilibrium  A new approach  
Network flows that solve least squares for linear equations 期刊论文
AUTOMATICA, 2020, 卷号: 120, 页码: 12
Authors:  Liu, Yang;  Lou, Youcheng;  Anderson, Brian D. O.;  Shi, Guodong
Favorite  |  View/Download:3/0  |  Submit date:2020/11/18
Distributed algorithms  Linear equation  Least-squares solutions  
Information aggregation in a financial market with general signal structure 期刊论文
JOURNAL OF ECONOMIC THEORY, 2019, 卷号: 183, 页码: 594-624
Authors:  Lou, Youcheng;  Parsa, Sahar;  Ray, Debraj;  Li, Duan;  Wang, Shouyang
Favorite  |  View/Download:20/0  |  Submit date:2020/01/10
Multidimensional signals  Asymmetric information  Information aggregation  Rational expectations equilibrium  
On the investment direction of a behavioral portfolio choice model 期刊论文
OPERATIONS RESEARCH LETTERS, 2019, 卷号: 47, 期号: 4, 页码: 270-273
Authors:  Lou, Youcheng
Favorite  |  View/Download:14/0  |  Submit date:2020/01/10
Cumulative prospect theory  Investment direction  Actual market opportunity  Perceived market opportunity  
Privacy Preservation in Distributed Subgradient Optimization Algorithms 期刊论文
IEEE TRANSACTIONS ON CYBERNETICS, 2018, 卷号: 48, 期号: 7, 页码: 2154-2165
Authors:  Lou, Youcheng;  Yu, Lean;  Wang, Shouyang;  Yi, Peng
Favorite  |  View/Download:18/0  |  Submit date:2018/07/30
Asynchronous optimization  distributed optimization  heterogeneous-stepsize  privacy preservation  
DISTRIBUTED ALGORITHMS FOR COMPUTING THE MINIMUM ERROR OF epsilon-OPTIMAL SOLUTIONS IN MULTI-OBJECTIVE OPTIMIZATION 期刊论文
PACIFIC JOURNAL OF OPTIMIZATION, 2018, 卷号: 14, 期号: 2, 页码: 307
Authors:  Lou, Youcheng;  Wang, Shouyang
Favorite  |  View/Download:11/0  |  Submit date:2019/12/31
Privacy Preservation in Distributed Subgradient Optimization Algorithms 期刊论文
IEEE TRANSACTIONS ON CYBERNETICS, 2018, 卷号: 48, 期号: 7, 页码: 2154
Authors:  Lou, Youcheng;  Yu, Lean;  Wang, Shouyang;  Yi, Peng
Favorite  |  View/Download:13/0  |  Submit date:2019/12/31
Approximate representation of the Pareto frontier in multiparty negotiations: Decentralized methods and privacy preservation 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2016, 卷号: 254, 期号: 3, 页码: 968-976
Authors:  Lou, Youcheng;  Wang, Shouyang
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Multiparty negotiations  Decentralized methods  Privacy preservation  Pareto optimal solutions  
Nash Equilibrium Computation in Subnetwork Zero-Sum Games With Switching Communications 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2016, 卷号: 61, 期号: 10, 页码: 2920-2935
Authors:  Lou, Youcheng;  Hong, Yiguang;  Xie, Lihua;  Shi, Guodong;  Johansson, Karl Henrik
Favorite  |  View/Download:3/0  |  Submit date:2018/07/30
Heterogeneous stepsizes  joint connection  multi-agent systems  Nash equilibrium  weight-unbalanced graphs  
Distributed continuous-time approximate projection protocols for shortest distance optimization problems 期刊论文
AUTOMATICA, 2016, 卷号: 69, 页码: 289-297
Authors:  Lou, Youcheng;  Hong, Yiguang;  Wang, Shouyang
Favorite  |  View/Download:6/0  |  Submit date:2018/07/30
Distributed optimization  Convex intersection  Shortest distance optimization  Approximate projection