output
20092026
most citedAdversarial Personalized Ranking for Recommendation

401 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing math.OCShow all

5 papers · 1 filter

math.OC2018

Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I

Tianxiao Wang

In this paper, a class of time inconsistent linear quadratic optimal control problems of mean-field stochastic differential equations (SDEs) is considered under Markovian framework…

math.OC2018

Uniqueness of equilibrium strategies in dynamic mean-variance problems with random coefficients

Tianxiao Wang

This paper is concerned with the uniqueness issue of open-loop equilibrium investment strategies of dynamic mean-variance portfolio selection problems with random coefficients. A u…

math.OC2018★ 4 cited

Equilibrium controls in time inconsistent stochastic linear quadratic problems

Tianxiao Wang

This paper deals with a class of time inconsistent stochastic linear quadratic (SLQ) optimal control problems in Markovian framework. Three notions, i.e., closed-loop equilibrium c…

math.OC2018★ 1 cited

Mean-variance portfolio selection and variance hedging with random coefficients: closed-loop equilibrium strategy

Tianxiao Wang

In this paper, both dynamic mean-variance portfolio selection problems and dynamic variance hedging problems are discussed under non-Markovian framework. Explicit closed-loop equil…

math.OC2016

A New System of Global Fractional-order Interval Implicit Projection Neural Networks

Zeng-bao Wu, Jin-dong Li, Nan-jing Huang

The purpose of this paper is to introduce and investigate a new system of global fractional-order interval implicit projection neural networks. An existence and uniqueness theorem…