3 papers
q-fin.MF2020
An Impulse-Regime Switching Game Model of Vertical Competition
René Aïd, Luciano Campi, Liangchen Li +1
We study a new kind of non-zero-sum stochastic differential game with mixed impulse/switching controls, motivated by strategic competition in commodity markets. A representative up…
math.DS2018
Effect of leakage delay on Hopf bifurcation in a fractional BAM neural network
Jiazhe Lin, Rui Xu, Liangchen Li +1
Recently, the influence of leakage delay on the dynamics of integer-order neural networks has been investigated extensively. It has been confirmed that fractional calculus can depi…
econ.GN2018
Stochastic Switching Games
Liangchen Li, Michael Ludkovski
We study nonzero-sum stochastic switching games. Two players compete for market dominance through controlling (via timing options) the discrete-state market regime . Switching d…