1 citations · 1 across the 3 of their papers we have counts for
Showing math.OCShow all
2 papers · 1 filter
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…
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…