2 citations · 2 across the 4 of their papers we have counts for
4 papers
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…
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…
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…
Controller-and-Stopper Stochastic Differential Games with Regime Switching
Siyu Lv
This paper is concerned with the controller-and-stopper stochastic differential game under a regime switching model in an infinite horizon. The state of the system consists of a nu…