3 citations · 6 across the 4 of their papers we have counts for
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math.OC2022
Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model
Y. Zhang, Z. Jin, J. Wei +1
In this paper, we study closed-loop equilibrium strategies for mean-variance portfolio selection problem in a hidden Markov model with dynamic attention behavior. In addition to th…
math.PR2022★ 2 cited
Stochastic epidemic SIR models with hidden states
Nguyen Du, Alexandru Hening, Nhu Nguyen +1
This paper focuses on and analyzes realistic SIR models that take stochasticity into account. The proposed systems are applicable to most incidence rates that are used in the liter…