Publications (168)
Utility maximization with proportional transaction costs under model uncertainty
Shuoqing Deng, Xiaolu Tan, Xiang Yu
We consider a discrete time financial market with proportional transaction costs under model uncertainty, and study a numéraire-based semi-static utility maximization problem with…
Feedback Favors the Generalization of Neural ODEs
Jindou Jia, Zihan Yang, Meng Wang +4
The well-known generalization problem hinders the application of artificial neural networks in continuous-time prediction tasks with varying latent dynamics. In sharp contrast, bio…
Towards Large-Pose Face Frontalization in the Wild
Xi Yin, Xiang Yu, Kihyuk Sohn +2
Despite recent advances in face recognition using deep learning, severe accuracy drops are observed for large pose variations in unconstrained environments. Learning pose-invariant…
Continuous-time q-learning for mean-field control with common noise, part-I: Theoretical foundations
Zhenjie Ren, Xiaoli Wei, Xiang Yu +1
This paper investigates the continuous-time counterpart of the Q-function for entropy-regularized mean-field control (MFC) with controlled common noise, coined as q-function by Jia…
Symbolic Computations of the Two-Colored Diagrams for Central Configurations of the Planar N-vortex Problem
Xiang Yu, Shuqiang Zhu
We apply the singular sequence method to investigate the finiteness problem for stationary configurations of the planar N-vortex problem. The initial step of the singular sequence…
Classification of stacked central configurations in R^3
Xiang Yu, Shuqiang Zhu
We classify the extensions of n-body central configurations to (n + 1)-body central configurations in R3, in both the collinear case and the non-collinear case. We completely solve…
Reconstruction-Based Disentanglement for Pose-invariant Face Recognition
Xi Peng, Xiang Yu, Kihyuk Sohn +2
Deep neural networks (DNNs) trained on large-scale datasets have recently achieved impressive improvements in face recognition. But a persistent challenge remains to develop method…
Constrained mean-field control with singular controls: Existence, stochastic maximum principle and constrained FBSDE
Lijun Bo, Jingfei Wang, Xiang Yu
This paper studies a class of mean-field control (MFC) problems with singular controls under general dynamic state-control-law constraints. We first propose a customized relaxed co…
On Generalizing Beyond Domains in Cross-Domain Continual Learning
Christian Simon, Masoud Faraki, Yi-Hsuan Tsai +5
Humans have the ability to accumulate knowledge of new tasks in varying conditions, but deep neural networks often suffer from catastrophic forgetting of previously learned knowled…
Risk-Sensitive Credit Portfolio Optimization under Partial Information and Contagion Risk
Lijun Bo, Huafu Liao, Xiang Yu
This paper investigates the finite horizon risk-sensitive portfolio optimization in a regime-switching credit market with physical and information-induced default contagion. It is…
On the incremental equations in surface elasticity
Xiang Yu, Yibin Fu
We derive the incremental equations for a hyperelastic solid that incorporate surface tension effect by assuming that the surface energy is a general function of the surface deform…
WeiPS: a symmetric fusion model framework for large-scale online learning
Xiang Yu, Fuping Chu, Junqi Wu +1
The recommendation system is an important commercial application of machine learning, where billions of feed views in the information flow every day. In reality, the interaction be…
OpEnCam: Lensless Optical Encryption Camera
Salman S. Khan, Xiang Yu, Kaushik Mitra +2
Lensless cameras multiplex the incoming light before it is recorded by the sensor. This ability to multiplex the incoming light has led to the development of ultra-thin, high-speed…
Optimal Dividend Strategy for an Insurance Group with Contagious Default Risk
Zhuo Jin, Huafu Liao, Yue Yang +1
This paper studies the optimal dividend for a multi-line insurance group, in which each subsidiary runs a product line and is exposed to some external credit risk. The default cont…
Controllable Dynamic Multi-Task Architectures
Dripta S. Raychaudhuri, Yumin Suh, Samuel Schulter +4
Multi-task learning commonly encounters competition for resources among tasks, specifically when model capacity is limited. This challenge motivates models which allow control over…
A mean field game approach to equilibrium consumption under external habit formation
Lijun Bo, Shihua Wang, Xiang Yu
This paper studies the equilibrium consumption under external habit formation in a large population of agents. We first formulate problems under two types of conventional habit for…
Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching
Lijun Bo, Huafu Liao, Xiang Yu
We study an open problem of risk-sensitive portfolio allocation in a regime-switching credit market with default contagion. The state space of the Markovian regime-switching proces…
The Information Content of Quasar Variability Light Curves: How Well Can we Infer Stochastic Model Parameters?
Brendon J. Brewer, Geraint F. Lewis, Xiang Yu +1
Quasar variability, driven by multi-scale physical processing within a relativistic accretion disk, is commonly modelled with stochastic time series models. The simplest of these i…
Saari's Conjecture for Elliptical Type -Body Problem and An Application
Xiang Yu, Shiqing Zhang
By using an arithmetic fact, we will firstly prove Saari's conjecture in a particular case, which is called the Elliptical Type N-Body Problem, and then we apply it to prove that t…
A VLM-Enhanced Framework for Comprehensive Traffic Sign Condition Assessment Integrating Daytime Visual Performance and Nighttime Retroreflectivity Evaluation
Linlin Zhang, Neema Jakisa Owor, Xiang Yu +2
Traffic signs are crucial components of road safety, serving as visual tools under all lighting conditions. The Manual on Uniform Traffic Control Devices (MUTCD) specifies daytime…
Unified Meta-Representation and Feedback Calibration for General Disturbance Estimation
Zihan Yang, Jindou Jia, Meng Wang +3
Precise control in modern robotic applications is always an open issue due to unknown time-varying disturbances. Existing meta-learning-based approaches require a shared representa…
Optimal Consumption with Reference to Past Spending Maximum
Shuoqing Deng, Xun Li, Huyen Pham +1
This paper studies the infinite-horizon optimal consumption with a path-dependent reference under exponential utility. The performance is measured by the difference between the non…
Optimal dividend and capital injection under spectrally positive Markov additive models
Wenyuan Wang, Kaixin Yan, Xiang Yu
This paper studies De Finetti's optimal dividend problem with capital injection under spectrally positive Markov additive models. Based on dynamic programming principle, we first s…
Optimal Stopping under Model Ambiguity: a Time-Consistent Equilibrium Approach
Yu-Jui Huang, Xiang Yu
An unconventional approach for optimal stopping under model ambiguity is introduced. Besides ambiguity itself, we take into account how ambiguity-averse an agent is. This inclusion…
Simple is what you need for efficient and accurate medical image segmentation
Xiang Yu, Yayan Chen, Guannan He +12
While modern segmentation models often prioritize performance over practicality, we advocate a design philosophy prioritizing simplicity and efficiency, and attempted high performa…
Equilibrium under Time-Inconsistency: A New Existence Theory by Vanishing Entropy Regularization
Zhenhua Wang, Xiang Yu, Jingjie Zhang +1
This paper develops a framework for establishing the existence of solutions to the equilibrium Hamilton-Jacobi-Bellman (EHJB) equation arising in time-inconsistent stochastic contr…
On Finiteness of Stationary Configurations of the Planar Five-vortex Problem
Xiang Yu, Shuqiang Zhu
The finiteness problem of stationary configurations for the planar five-vortex problem is considered in this paper. The numbers of equilibria and rigidly translating configurations…
Centralized systemic risk control in the interbank system: Weak formulation and Gamma-convergence
Lijun Bo, Tongqing Li, Xiang Yu
This paper studies a systemic risk control problem by the central bank, which dynamically plans monetary supply to stabilize the interbank system with borrowing and lending activit…
R-Bot: An LLM-based Query Rewrite System
Zhaoyan Sun, Xuanhe Zhou, Guoliang Li +3
Query rewrite is essential for optimizing SQL queries to improve their execution efficiency without changing their results. Traditionally, this task has been tackled through heuris…
Discovering functional zones using bus smart card data and points of interest in Beijing
Haoying Han, Xiang Yu, Ying Long
Cities comprise various functional zones, including residential, educational, commercial zones, etc. It is important for urban planners to identify different functional zones and u…
Distinct coordinate solutions of linear equations over finite fields
Jiyou Li, Xiang Yu
Let be the finite field of elements and . We investigate , the number of order…
Memory Beyond Recall: A Dual-Process Cognitive Memory System for Self-Evolving LLM Agents
Tianxiang Fei, Mingyang Song, Mao Zheng +1
Long-term memory for an LLM agent is more than retrieving the right passage at the right time. Current memory systems collapse belief revision, causal coupling, and cross-domain ab…
Extended mean-field control under constraints: The generalized Fritz-John conditions and Lagrangian method
Lijun Bo, Jingfei Wang, Xiang Yu
This paper studies mean-field control with joint law dependence under dynamic expectation constraints and/or dynamic state-control-law constraints. We pioneer the establishment of…
DAVID: Dual-Attentional Video Deblurring
Junru Wu, Xiang Yu, Ding Liu +2
Blind video deblurring restores sharp frames from a blurry sequence without any prior. It is a challenging task because the blur due to camera shake, object movement and defocusing…
EMC2A-Net: An Efficient Multibranch Cross-channel Attention Network for SAR Target Classification
Xiang Yu, Zhe Geng, Xiaohua Huang +2
In recent years, convolutional neural networks (CNNs) have shown great potential in synthetic aperture radar (SAR) target recognition. SAR images have a strong sense of granularity…
Optimal Portfolio with Ratio Type Periodic Evaluation under Short-Selling Prohibition
Wenyuan Wang, Kaixin Yan, Xiang Yu
This paper studies some unconventional utility maximization problems when the ratio type relative portfolio performance is periodically evaluated over an infinite horizon. Meanwhil…
Optimal portfolio under ratio-type periodic evaluation in stochastic factor models under convex trading constraints
Wenyuan Wang, Kaixin Yan, Xiang Yu
This paper studies a type of periodic utility maximization problem for portfolio management in incomplete stochastic factor models with convex trading constraints. The portfolio pe…
Synergistic Effects of Nanoparticle Heating and Amoxicillin on H. Pylori Inhibition
Tao Wu, Lichen Wang, Meiliang Gong +9
We report the design and development of a dual-functional magnetic nanoparticle platform for potential treatment of H. pylori infection. We show that an ultralow concentration of M…
Optimal consumption and life insurance under shortfall aversion and a drawdown constraint
Xun Li, Xiang Yu, Qinyi Zhang
This paper studies a life-cycle optimal portfolio-consumption problem when the consumption performance is measured by a shortfall aversion preference with an additional drawdown co…
On the bail-out dividend problem for spectrally negative Markov additive models
Kei Noba, José-Luis Pérez, Xiang Yu
This paper studies the bail-out optimal dividend problem with regime switching under the constraint that the cumulative dividend strategy is absolutely continuous. We confirm the o…
Extended mean-field control problems with Poissonian common noise: Stochastic maximum principle and Hamiltonian-Jacobi-Bellman equation
Lijun Bo, Jingfei Wang, Xiaoli Wei +1
This paper studies mean-field control problems with state-control joint law dependence and Poissonian common noise. We develop the stochastic maximum principle (SMP) and establish…
NTIRE 2025 Challenge on RAW Image Restoration and Super-Resolution
Marcos V. Conde, Radu Timofte, Zihao Lu +36
This paper reviews the NTIRE 2025 RAW Image Restoration and Super-Resolution Challenge, highlighting the proposed solutions and results. New methods for RAW Restoration and Super-R…
Unsupervised Domain Adaptation for Face Recognition in Unlabeled Videos
Kihyuk Sohn, Sifei Liu, Guangyu Zhong +3
Despite rapid advances in face recognition, there remains a clear gap between the performance of still image-based face recognition and video-based face recognition, due to the vas…
Uncertainty-Aware Physically-Guided Proxy Tasks for Unseen Domain Face Anti-spoofing
Junru Wu, Xiang Yu, Buyu Liu +2
Face anti-spoofing (FAS) seeks to discriminate genuine faces from fake ones arising from any type of spoofing attack. Due to the wide varieties of attacks, it is implausible to obt…
Single-Stream Multi-Level Alignment for Vision-Language Pretraining
Zaid Khan, Vijay Kumar BG, Xiang Yu +3
Self-supervised vision-language pretraining from pure images and text with a contrastive loss is effective, but ignores fine-grained alignment due to a dual-stream architecture tha…
Optimal Consumption under Habit Formation In Markets with Transaction Costs and Random Endowments
Xiang Yu
This paper studies the optimal consumption under the addictive habit formation preference in markets with transaction costs and unbounded random endowments. To model the proportion…
MVA 2025 Small Multi-Object Tracking for Spotting Birds Challenge: Dataset, Methods, and Results
Yuki Kondo, Norimichi Ukita, Riku Kanayama +21
Small Multi-Object Tracking (SMOT) is particularly challenging when targets occupy only a few dozen pixels, rendering detection and appearance-based association unreliable. Buildin…
Axisymmetric necking of a circular electrodes-coated dielectric membrane
Yibin Fu, Xiang Yu
We investigate the stability of a circular electrodes-coated dielectric membrane under the combined action of an electric field and all-round in-plane tension. It is known that suc…
Mean-field games with rough common noise: the compactification approach
Erhan Bayraktar, Xihao He, Xiang Yu +1
We study mean-field game (MFG) problems with rough common noise, in which the representative state dynamics are governed by a controlled rough stochastic differential equation driv…
Selective Structured State-Spaces for Long-Form Video Understanding
Jue Wang, Wentao Zhu, Pichao Wang +4
Effective modeling of complex spatiotemporal dependencies in long-form videos remains an open problem. The recently proposed Structured State-Space Sequence (S4) model with its lin…
Optimal portfolio under ratio-type periodic evaluation in incomplete markets with stochastic factors
Wenyuan Wang, Kaixin Yan, Xiang Yu
This paper studies a type of periodic utility maximization for portfolio management in an incomplete market model, where the underlying price diffusion process depends on some exte…
Comparing Attention-based Convolutional and Recurrent Neural Networks: Success and Limitations in Machine Reading Comprehension
Matthias Blohm, Glorianna Jagfeld, Ekta Sood +2
We propose a machine reading comprehension model based on the compare-aggregate framework with two-staged attention that achieves state-of-the-art results on the MovieQA question a…
On Periodic orbits of the Planar N-body Problem
Xiang Yu
By introducing a new coordinate system, we prove that there are abundant new periodic orbits near relative equilibrium solutions of the N-body problem. We consider only Lagrange re…
An asymptotically consistent morphoelastic shell model for compressible biological structures with finite-strain deformations
Xiang Yu, Xiaoyi Chen
We derive an asymptotically consistent morphoelastic shell model to describe the finite deformations of biological tissues using the variational asymptotical method. Biological mat…
Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions
Shanyu Han, Yang Liu, Xiang Yu
We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, s…
Maximizing Specific Loss Power for Magnetic Hyperthermia by Hard-Soft Mixed Ferrites
Shuli He, Hongwang Zhang, Yihao Liu +11
We report maximized specific loss power and intrinsic loss power approaching theoretical limits for AC magnetic field heating of nanoparticles. This is achieved by engineering the…
A Reinforcement Learning Framework for Some Singular Stochastic Control Problems
Zongxia Liang, Xiaodong Luo, Xiang Yu
We develop a continuous-time reinforcement learning framework for a class of singular stochastic control problems without entropy regularization. The optimal singular control is ch…
A new sieve for restricted multiset counting
Jiyou Li, Xiang Yu
The Li--Wan sieve is extended to multisets when the underlying set is symmetric. The main ingredient of the proof is the Mobius inversion formula on the poset of partitions of $\{1…
Synthetic Generation of Three-Dimensional Cancer Cell Models from Histopathological Images
Yoav Alon, Xiang Yu, Huiyu Zhou
Synthetic generation of three-dimensional cell models from histopathological images aims to enhance understanding of cell mutation, and progression of cancer, necessary for clinica…
Retrieval-Augmented Foundation Models for Matched Molecular Pair Transformations to Recapitulate Medicinal Chemistry Intuition
Bo Pan, Peter Zhiping Zhang, Hao-Wei Pang +4
Matched molecular pairs (MMPs) capture the local chemical edits that medicinal chemists routinely use to design analogs, but existing ML approaches either operate at the whole-mole…
Utility maximization with addictive consumption habit formation in incomplete semimartingale markets
Xiang Yu
This paper studies the continuous time utility maximization problem on consumption with addictive habit formation in incomplete semimartingale markets. Introducing the set of auxil…
Adversarial Attacks and Defenses in Physiological Computing: A Systematic Review
Dongrui Wu, Jiaxin Xu, Weili Fang +5
Physiological computing uses human physiological data as system inputs in real time. It includes, or significantly overlaps with, brain-computer interfaces, affective computing, ad…
Finiteness of Stationary Configurations of the Planar Four-vortex Problem
Xiang Yu
For the planar four-vortex problem, we show that there are finitely many stationary configurations consisting of equilibria, rigidly translating configurations, relative equilibria…
Acoustic coupling between cascade sub-chambers and its influence on overall transmission loss
Yuhui Tong, Xiang Yu, Jie Pan
In this letter, acoustic interaction between cascade sub-chambers is investigated by modelling the sound field in a silencer with cascade-connected sub-chambers using a sub-structu…
Q: How to Specialize Large Vision-Language Models to Data-Scarce VQA Tasks? A: Self-Train on Unlabeled Images!
Zaid Khan, Vijay Kumar BG, Samuel Schulter +3
Finetuning a large vision language model (VLM) on a target dataset after large scale pretraining is a dominant paradigm in visual question answering (VQA). Datasets for specialized…
A General-Purpose Tagger with Convolutional Neural Networks
Xiang Yu, Agnieszka FaleÅska, Ngoc Thang Vu
We present a general-purpose tagger based on convolutional neural networks (CNN), used for both composing word vectors and encoding context information. The CNN tagger is robust ac…
Continuous-time q-learning for mean-field control problems
Xiaoli Wei, Xiang Yu
This paper studies the q-learning, recently coined as the continuous time counterpart of Q-learning by Jia and Zhou (2023), for continuous time Mckean-Vlasov control problems in th…
Erratum to "On the market viability under proportional transaction costs"
Erhan Bayraktar, Xiang Yu
This short note aims to point out mistakes in one of the implications for Theorem 2.8 in Bayraktar and Yu [Mathematical Finance, 28 (2018), pp. 800-838], which weakens the statemen…
Deep Supervision with Intermediate Concepts
Chi Li, M. Zeeshan Zia, Quoc-Huy Tran +3
Recent data-driven approaches to scene interpretation predominantly pose inference as an end-to-end black-box mapping, commonly performed by a Convolutional Neural Network (CNN). H…
Intrinsic decay length in elastic localization
Xiang Yu
Localization in finite elastic structures is often studied using infinite-domain solutions, which avoid the explicit treatment of boundaries and admit simpler analytical descriptio…
Inhomogeneous thinning of dielectric membranes under uniaxial tension and electric fields
Xiang Yu, Yibin Fu
Dielectric elastomers exhibit rich electromechanical instabilities arising from the coupling between mechanical deformations and electric fields. A widely used approach for analyzi…
Optimal consumption with loss aversion and reference to past spending maximum
Xun Li, Xiang Yu, Qinyi Zhang
This paper studies an optimal consumption problem for a loss-averse agent with reference to past consumption maximum. To account for loss aversion on relative consumption, an S-sha…
DeFormer: Integrating Transformers with Deformable Models for 3D Shape Abstraction from a Single Image
Di Liu, Xiang Yu, Meng Ye +4
Accurate 3D shape abstraction from a single 2D image is a long-standing problem in computer vision and graphics. By leveraging a set of primitives to represent the target shape, re…
Linking Knowledge to Care: Knowledge Graph-Augmented Medical Follow-Up Question Generation
Liwen Sun, Xiang Yu, Ming Tan +4
Clinical diagnosis is time-consuming, requiring intensive interactions between patients and medical professionals. While large language models (LLMs) could ease the pre-diagnostic…
Mean Field Game of Optimal Relative Investment with Jump Risk
Lijun Bo, Shihua Wang, Xiang Yu
This paper studies the n-player game and the mean field game under the CRRA relative performance on terminal wealth, in which the interaction occurs by peer competition. In the mod…
Incremental equations in curvature-dependent surface elasticity
Xiang Yu, Michal Šmejkal, Martin Horák
We develop a general incremental framework for hyperelastic solids whose surfaces exhibit both stretch-dependent and curvature-dependent elastic behavior. Building upon a variation…
Two Colored Diagrams for Central Configurations of the Planar Five-vortex Problem
Xiang Yu, Shuqiang Zhu
We apply the singular sequence method to investigate the finiteness problem for stationary configurations of the planar five-vortex problem. The initial step of the singular sequen…
On the Stability of Lagrange Relative Equilibrium in The Planar Three-body Problem
Xiang Yu
Since the strong degeneracies present in the N-body problem, even in the basic case of the planar three-body problem, nobody inspects the problem of nonlinear stability of Lagrange…
Mean Field Control with Poissonian Common Noise: A Pathwise Compactification Approach
Lijun Bo, Jingfei Wang, Xiaoli Wei +1
This paper contributes to the compactification approach to study mean-field control problems with Poissonian common noise. To overcome the lack of compactness and continuity issues…
Equilibrium Portfolio Selection under Utility-Variance Analysis of Log Returns in Incomplete Markets
Yue Cao, Zongxia Liang, Sheng Wang +1
This paper investigates a time-inconsistent portfolio selection problem in the incomplete mar ket model, integrating expected utility maximization with risk control. The objective…
3D Object Detection and High-Resolution Traffic Parameters Extraction Using Low-Resolution LiDAR Data
Linlin Zhang, Xiang Yu, Armstrong Aboah +1
Traffic volume data collection is a crucial aspect of transportation engineering and urban planning, as it provides vital insights into traffic patterns, congestion, and infrastruc…
Optimal consumption under loss-averse multiplicative habit-formation preferences
Bahman Angoshtari, Xiang Yu, Fengyi Yuan
This paper studies a loss-averse version of the multiplicative habit formation preference and the corresponding optimal investment and consumption strategies over an infinite horiz…
Mean-Field Game of Relative Performance Portfolio for Two Populations with Poisson Common Noise
Yuchen Li, Zongxia Liang, Xiang Yu
This paper studies the mean field game (MFG) and N-player game on relative performance portfolio management with two heterogeneous populations. In addition to the Brownian idiosync…
Toward an Automated, Proactive Safety Warning System Development for Truck Mounted Attenuators in Mobile Work Zones
Xiang Yu, Linlin Zhang, Yaw +1
Even though Truck Mounted Attenuators (TMA)/Autonomous Truck Mounted Attenuators (ATMA) and traffic control devices are increasingly used in mobile work zones to enhance safety, wo…
On optimal tracking portfolio in incomplete markets: The reinforcement learning approach
Lijun Bo, Yijie Huang, Xiang Yu
This paper studies an infinite horizon optimal tracking portfolio problem using capital injection in incomplete market models. The benchmark process is modelled by a geometric Brow…
Gotta Adapt 'Em All: Joint Pixel and Feature-Level Domain Adaptation for Recognition in the Wild
Luan Tran, Kihyuk Sohn, Xiang Yu +2
Recent developments in deep domain adaptation have allowed knowledge transfer from a labeled source domain to an unlabeled target domain at the level of intermediate features or in…
Pose-variant 3D Facial Attribute Generation
Feng-Ju Chang, Xiang Yu, Ram Nevatia +1
We address the challenging problem of generating facial attributes using a single image in an unconstrained pose. In contrast to prior works that largely consider generation on 2D…
Continuous-time reinforcement learning for optimal switching over multiple regimes
Yijie Huang, Mengge Li, Xiang Yu +1
This paper studies the continuous-time reinforcement learning (RL) for optimal switching problems across multiple regimes. We consider a type of exploratory formulation under entro…
Fault Separation Based on An Excitation Operator with Application to a Quadrotor UAV
Sicheng Zhou, Meng Wang, Jindou Jia +4
This paper presents an excitation operator based fault separation architecture for a quadrotor unmanned aerial vehicle (UAV) subject to loss of effectiveness (LoE) faults, actuator…
Continuous-time q-learning for mean-field control with common noise, part-II: q-learning algorithms
Zhenjie Ren, Xiaoli Wei, Xiang Yu +1
This paper is a continuation work of Ren et al. (2026) aiming to further devise q-learning algorithms for mean-field control (MFC) with controlled common noise. Based on the relaxe…
Learning-based Observer for Coupled Disturbance
Jindou Jia, Meng Wang, Zihan Yang +4
Achieving high-precision control for robotic systems is hindered by the low-fidelity dynamical model and external disturbances. Especially, the intricate coupling between internal…
Mean Field Game with Reflected Jump Diffusion Dynamics: A Linear Programming Approach
Zongxia Liang, Xiang Yu, Keyu Zhang
This paper develops a linear programming approach for mean field games with reflected jump-diffusion dynamics. We first prove the equivalence between the mean field equilibria in t…
Policy Iteration Achieves Regularized Equilibrium under Time Inconsistency
Yu-Jui Huang, Xiang Yu, Keyu Zhang
For a general entropy-regularized time-inconsistent stochastic control problem, we propose a policy iteration algorithm (PIA) and establish its convergence to an equilibrium policy…
On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy
Wenyuan Wang, Xiang Yu, Xiaowen Zhou
Motivated by recent developments in risk management based on the U.S. bankruptcy code, we revisit the De Finetti's optimal dividend problem by incorporating the reorganization proc…
On propagation of waves in pressurized fiber-reinforced hyperelastic tubes based on a reduced model
Xiang Yu, Yibin Fu, Hui-Hui Dai
A refined dynamic finite-strain shell theory for incompressible hyperelastic materials was developed by the authors recently. In this paper, we first derive the associated lineariz…
Towards Root Memories: Benchmarking and Enhancing Implicit Logical Memory Retrieval for Personalized LLMs
Hongxun Ding, Xiang Yu, Chengbing Wang +4
Memory systems are essential for personalized Large Language Models (LLMs). However, existing retrieval methods in these systems primarily rely on semantic similarity, potentially…
On the Bail-Out Optimal Dividend Problem
José-Luis Pérez, Kazutoshi Yamazaki, Xiang Yu
This paper studies the optimal dividend problem with capital injection under the constraint that the cumulative dividend strategy is absolutely continuous. We consider an open prob…
Central Configurations Formed By Two Twisted Regular Polygons
Xiang Yu, Shiqing Zhang
In this paper, we study the necessary conditions and sufficient conditions for the central configurations formed by two twisted regular polygons (one N-regular polygon and one L-re…
Unified continuous-time q-learning for mean-field game and mean-field control problems
Xiaoli Wei, Xiang Yu, Fengyi Yuan
This paper studies the continuous-time q-learning in mean-field jump-diffusion models in a setting where the environment simulator does not provide direct access to the population…
Stochastic control problems with state-reflections arising from relaxed benchmark tracking
Lijun Bo, Yijie Huang, Xiang Yu
This paper studies stochastic control problems motivated by optimal consumption with wealth benchmark tracking. The benchmark process is modeled by a combination of a geometric Bro…