18 citations · 24 across the 14 of their papers we have counts for
4 papers · 1 filter
Moderate Deviation Principle for Join-The-Shortest-Queue-d Systems
Zhenhua Wang, Ruoyu Wu
The Join-the-Shortest-Queue-d routing policy is considered for a large system with servers. Moderate deviation principles (MDP) for the occupancy process and the empirical queu…
Stability of Time-inconsistent Stopping for One-dimensional Diffusion -- A Longer Version
Erhan Bayraktar, Zhenhua Wang, Zhou Zhou
We investigate the stability of the equilibrium-induced optimal value in one-dimensional diffusion setting for a time-inconsistent stopping problem under non-exponential discountin…
Equilibria of Time-inconsistent Stopping for One-dimensional Diffusion Processes
Erhan Bayraktar, Zhenhua Wang, Zhou Zhou
We consider three equilibrium concepts proposed in the literature for time-inconsistent stopping problems, including mild equilibria, weak equilibria and strong equilibria. The dis…
The coin-turning walk and its scaling limit
Janos Englander, Stanislav Volkov, Zhenhua Wang
Let be the random walk obtained from "coin turning" with some sequence , as introduced in [6]. In this paper we investigate the scaling limits of in the s…