1 citations · 3 across the 8 of their papers we have counts for
8 papers
Optimal stopping time on semi-Markov processes with finite horizon
Fang Chen, Xianping Guo, Zhong-Wei Liao
In this paper, we consider the optimal stopping problem on semi-Markov processes (SMPs) with finite horizon, and aim to establish the existence and computation of optimal stopping…
Discounted semi-Markov games with incomplete information on one side
Fang Chen, Xianping Guo, Zhong-Wei Liao
This work considers two-player zero-sum semi-Markov games with incomplete information on one side and perfect observation. At the beginning, the system selects a game type accordin…
Optimal stopping time on discounted semi-Markov processes
Fang Chen, Xianping Guo, Zhong-Wei Liao
This paper attempts to study the optimal stopping time for semi-Markov processes (SMPs) under the discount optimization criteria with unbounded cost rates. In our work, we introduc…
Estimate the exponential convergence rate of f-ergodicity via spectral gap
Xianping Guo, Zhong-Wei Liao
This paper studies the f-ergodicity and its exponential convergence rate for continuous-time Markov chain. Assume f is square integrable, for reversible Markov chain, it is proved…
On Stein's factors for Poisson approximation in Wasserstein distance with non-linear transportation costs
Zhong-Wei Liao, Yutao Ma, Aihua Xia
We establish various bounds on the solutions to a Stein equation for Poisson approximation in Wasserstein distance with non-linear transportation costs. The proofs are a refinement…
Long time behavior of Levy-driven Ornstein-Uhlenbeck process with regime-switchin
Zhong-Wei Liao, Jinghai Shao
In this work we investigate the long time behavior of the Ornstein-Uhlenbeck process driven by Levy noise with regime-switching. We provide explicit criteria on the transience and…
Discrete Weighted Hardy Inequalities with Different Kinds of Boundary Conditions
Zhong-Wei Liao
This paper studies the weighted Hardy inequalities on the discrete intervals with four different kinds of boundary conditions. The main result is the uniform expression of the basi…
Discrete Hardy-type Inequalities
Zhong-Wei Liao
This paper studies the Hardy-type inequalities on the discrete intervals. The first result is the variational formulas of the optimal constants. Using these formulas, one may obtai…