2 citations · 2 across the 3 of their papers we have counts for
3 papers
math.OC2023
Solving a class of zero-sum stopping game with regime switching
Siyu Lv, Xiao Yang
This paper studies a class of zero-sum stopping game in a regime switching model. A verification theorem as a sufficient criterion for Nash equilibriums is established based on a s…
math.OC2023
Stochastic maximum principle for hybrid optimal control problems under partial observation
Siyu Lv, Jie Xiong, Wen Xu
This paper is concerned with a partially observed hybrid optimal control problem, where continuous dynamics and discrete events coexist and in particular, the continuous dynamics c…
math.OC2022★ 2 cited
Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions
Siyu Lv, Jie Xiong, Xin Zhang
In this paper, we consider a linear quadratic (LQ) leader-follower stochastic differential game for regime switching diffusions with mean-field interactions. One of the salient fea…