5 citations · 17 across the 12 of their papers we have counts for
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quant-ph2023★ 5 cited
Quantum Algorithms for the Pathwise Lasso
Joao F. Doriguello, Debbie Lim, Chi Seng Pun +2
We present a novel quantum high-dimensional linear regression algorithm with an -penalty based on the classical LARS (Least Angle Regression) pathwise algorithm. Similarly…
math.AP2023★ 1 cited
On the Well-posedness of Hamilton-Jacobi-Bellman Equations of the Equilibrium Type
Qian Lei, Chi Seng Pun
This paper studies the well-posedness of a class of nonlocal parabolic partial differential equations (PDEs), or equivalently equilibrium Hamilton-Jacobi-Bellman equations, which h…
math.OC2023
Robust Time-inconsistent Linear-Quadratic Stochastic Controls: A Stochastic Differential Game Approach
Bingyan Han, Chi Seng Pun, Hoi Ying Wong
This paper studies robust time-inconsistent (TIC) linear-quadratic stochastic control problems, formulated by stochastic differential games. By a spike variation approach, we deriv…