From the 1 of 5 linked papers with an AI index.
5 papers
Optimal resource allocation for maintaining system solvency
Gaoyue Guo, Wenpin Tang, Nizar Touzi
The paper studies how to allocate a limited resource among independent Brownian agents to maximize either the probability that all agents avoid ruin or the expected number of agent…
Stability of supermartingale optimal transport problems
Shuoqing Deng, Gaoyue Guo, Dominykas Norgilas
We investigate stability properties of weak supermartingale optimal transport (WSOT) problems on . For probability measures satisfying $μ\leq_{…
The football model, stochastic ordering and martingale transport
Gaoyue Guo, Nicolas Juillet, Wenpin Tang
Tournaments are competitions between a number of teams, the outcome of which determines the relative strength or rank of each team. In many cases, the strength of a team in the tou…
Infinite Dimensional Mean-Field Belavkin Equation: Well-posedness and Derivation
Anne de Bouard, Gaoyue Guo, Théo Hérouard
We analyze the mean-field limit of a stochastic Schr{ö}dinger equation arising in quantum optimal control and mean-field games, where N interacting particles undergo continuous in…
Stabilization of jump-diffusion stochastic differential equations by hysteresis switching
Weichao Liang, Gaoyue Guo
We address the stabilization of both classical and quantum systems modeled by jump-diffusion stochastic differential equations using a novel hysteresis switching strategy. Unlike t…