17 citations · 27 across the 6 of their papers we have counts for
6 papers
Research on Optimal Control Problem Based on Reinforcement Learning under Knightian Uncertainty
Ziyu Li, Chen Fei, Weiyin Fei
Considering that the decision-making environment faced by reinforcement learning (RL) agents is full of Knightian uncertainty, this paper describes the exploratory state dynamics e…
Positivity-preserving truncated Euler and Milstein methods for financial SDEs with super-linear coefficients
Shounian Deng, Chen Fei, Weiyin Fei +1
In this paper, we propose two variants of the positivity-preserving schemes, namely the truncated Euler-Maruyama (EM) method and the truncated Milstein scheme, applied to stochasti…
The truncated EM method for stochastic differential delay equations with variable delay
Shounian Deng, Chen Fei, Weiyin Fei +1
This paper mainly investigates the strong convergence and stability of the truncated Euler-Maruyama (EM) method for stochastic differential delay equations with variable delay whos…
Delay-dependent Asymptotic Stability of Highly Nonlinear Stochastic Differential Delay Equations Driven by -Brownian Motion
Chen Fei, Weiyin Fei, Xuerong Mao +1
Based on the classical probability, the stability criteria for stochastic differential delay equations (SDDEs) where their coefficients are either linear or nonlinear but bounded b…
Consistency of least squares estimation to the parameter for stochastic differential equations under distribution uncertainty
Chen Fei, Weiyin Fei
Under distribution uncertainty, on the basis of discrete data we investigate the consistency of the least squares estimator (LSE) of the parameter for the stochastic differential e…
Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation
Shounian Deng, Chen Fei, Weiyin Fei +1
In this paper, we consider the generalized Ait-Sahaliz interest rate model with Poisson jumps in finance. The analytical properties including the positivity, boundedness and pathwi…