2 papers
econ.TH2019
Credit Scoring by Incorporating Dynamic Networked Information
Yibei Li, Ximei Wang, Boualem Djehiche +1
In this paper, the credit scoring problem is studied by incorporating networked information, where the advantages of such incorporation are investigated theoretically in two scenar…
math.OC2018
Continuous-Time Inverse Quadratic Optimal Control Problem
Yibei Li, Yu Yao, Xiaoming Hu
In this paper, the problem of finite horizon inverse optimal control (IOC) is investigated, where the quadratic cost function of a dynamic process is required to be recovered based…