Edit Profile (opens in new tab) Fu, Guanxing Co-Author Distance Author ID: fu.guanxing Published as: Fu, Guanxing Documents Indexed: 12 Publications since 2002, including 3 Additional arXiv Preprints Co-Authors: 8 Co-Authors with 9 Joint Publications 125 Co-Co-Authors all top 5 Co-Authors 3 single-authored 7 Horst, Ulrich 2 Xia, Xiaonyu 2 Zhou, Chao 1 Graewe, Paulwin 1 Hager, Paul P. 1 Popier, Alexandre 1 Qiu, Jinniao 1 Su, Xizhi all top 5 Serials 3 SIAM Journal on Control and Optimization 1 Journal of Applied Mechanics 1 Journal of Mathematical Analysis and Applications 1 Mathematics of Operations Research 1 Finance and Stochastics 1 Mathematical Finance 1 Mathematics and Financial Economics all top 5 Fields 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Probability theory and stochastic processes (60-XX) 5 Systems theory; control (93-XX) 1 Partial differential equations (35-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Mechanics of deformable solids (74-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 6 Publications have been cited 52 times in 38 Documents Cited by ▼ Year ▼ Mean field games with singular controls. Zbl 1386.93306 Fu, Guanxing; Horst, Ulrich 17 2017 A mean field game of optimal portfolio liquidation. Zbl 1483.91215 Fu, Guanxing; Graewe, Paulwin; Horst, Ulrich; Popier, Alexandre 15 2021 Mean-field leader-follower games with terminal state constraint. Zbl 1447.91159 Fu, Guanxing; Horst, Ulrich 14 2020 Maximum principle for quasi-linear reflected backward SPDEs. Zbl 1372.35057 Fu, Guanxing; Horst, Ulrich; Qiu, Jinniao 3 2017 Portfolio liquidation games with self-exciting order flow. Zbl 1522.91219 Fu, Guanxing; Horst, Ulrich; Xia, Xiaonyu 2 2022 Mean field portfolio games. Zbl 1505.91059 Fu, Guanxing; Zhou, Chao 1 2023 Mean field portfolio games. Zbl 1505.91059 Fu, Guanxing; Zhou, Chao 1 2023 Portfolio liquidation games with self-exciting order flow. Zbl 1522.91219 Fu, Guanxing; Horst, Ulrich; Xia, Xiaonyu 2 2022 A mean field game of optimal portfolio liquidation. Zbl 1483.91215 Fu, Guanxing; Graewe, Paulwin; Horst, Ulrich; Popier, Alexandre 15 2021 Mean-field leader-follower games with terminal state constraint. Zbl 1447.91159 Fu, Guanxing; Horst, Ulrich 14 2020 Mean field games with singular controls. Zbl 1386.93306 Fu, Guanxing; Horst, Ulrich 17 2017 Maximum principle for quasi-linear reflected backward SPDEs. Zbl 1372.35057 Fu, Guanxing; Horst, Ulrich; Qiu, Jinniao 3 2017 all cited Publications top 5 cited Publications all top 5 Cited by 60 Authors 5 Fu, Guanxing 5 Fujii, Masaaki 4 Guo, Xin 4 Horst, Ulrich 3 Campi, Luciano 3 Takahashi, Akihiko 2 Cao, Haoyang 2 Ferrari, Giorgio 2 Graewe, Paulwin 2 Pham, Huyên 2 Qiu, Jinniao 2 Tankov, Peter 2 Voß, Moritz 2 Xia, Xiaonyu 2 Zhang, Liangquan 2 Zhou, Chao 1 Aïd, René 1 Baldacci, Bastien 1 Benazzoli, Chiara 1 Bergault, Philippe 1 Berrouis, Nassima 1 Bertucci, Charles 1 Bonesini, Ofelia 1 Callegaro, Giorgia 1 Cohen, Asaf 1 De Angelis, Tiziano 1 Di Persio, Luca 1 Dianetti, Jodi 1 Donnelly, Ryan 1 Dumitrescu, Roxana 1 Federico, Salvatore 1 Féron, Olivier 1 Firoozi, Dena 1 Germain, Maximilien 1 Gherbal, Boulakhras 1 Ghio, Maddalena 1 Jaimungal, Sebastian 1 Lee, Joonseok 1 Leutscher, Marcos 1 Livieri, Giulia 1 Ma, Junchi 1 Neuman, Eyal 1 Ninouh, Abdelhakim 1 Ogunsolu, Mobolaji 1 Peng, Jun 1 Popier, Alexandre 1 Possamaï, Dylan 1 Qian, Hongchao 1 Riedel, Frank 1 Röckner, Michael 1 Sezer, Ayse Deniz 1 Shrivats, Arvind V. 1 Sircar, Ronnie 1 Souza, Max O. 1 Thamsten, Yuri 1 Tinsi, Laura 1 Warin, Xavier 1 Wei, Wenning 1 Wei, Xiaoli 1 Xu, Renyuan all top 5 Cited in 19 Serials 7 SIAM Journal on Control and Optimization 4 Stochastic Processes and their Applications 4 Mathematical Finance 3 Mathematics and Financial Economics 2 The Annals of Applied Probability 2 Applied Mathematical Finance 2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 SIAM Journal on Financial Mathematics 2 Numerical Algebra, Control and Optimization 1 Journal of Mathematical Analysis and Applications 1 Applied Mathematics and Optimization 1 Journal of Differential Equations 1 Mathematics of Operations Research 1 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 1 Electronic Journal of Probability 1 Finance and Stochastics 1 Stochastics and Dynamics 1 Boletim da Sociedade Paranaense de Matemática. Terceira Série 1 Minimax Theory and its Applications all top 5 Cited in 9 Fields 30 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 20 Systems theory; control (93-XX) 18 Probability theory and stochastic processes (60-XX) 11 Calculus of variations and optimal control; optimization (49-XX) 4 Operations research, mathematical programming (90-XX) 3 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) Citations by Year