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20212023
most citedLinear quadratic leader-follower stochastic differential games for mean-field switching diffusions

2 citations · 2 across the 4 of their papers we have counts for

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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…