1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.OC2025
Stabilizing Rate of Stochastic Control Systems
Hui Jia, Yuan-Hua Ni, Guangchen Wang
This paper develops a quantitative framework for analyzing the mean-square exponential stabilization of stochastic linear systems with multiplicative noise, focusing specifically o…
cs.LG2024★ 1 cited
Distributed Online Bandit Nonconvex Optimization with One-Point Residual Feedback via Dynamic Regret
Youqing Hua, Shuai Liu, Yiguang Hong +2
This paper considers the distributed online bandit optimization problem with nonconvex loss functions over a time-varying digraph. This problem can be viewed as a repeated game bet…
math.OC2024
Competitive optimal portfolio selection in a non-Markovian financial market: A backward stochastic differential equation study
Guangchen Wang, Zuo Quan Xu, Panpan Zhang
This paper studies a competitive optimal portfolio selection problem in a model where the interest rate, the appreciation rate and volatility rate of the risky asset are all stocha…