4 papers
Replicating the behaviour of electric vehicle drivers using an agent-based reinforcement learning model
Zixin Feng, Qunshan Zhao, Alison Heppenstall
Despite the rapid expansion of electric vehicle (EV) charging networks, questions remain about their efficiency in meeting the growing needs of EV drivers. Previous simulation-base…
On Game based Distributed Approach for General Multi-agent Optimal Coverage with Application to UAV Networks
Zixin Feng, Wenchao Xue, Yifen Mu +3
This paper focuses on the optimal coverage problem (OCP) for multi-agent systems with a decentralized optimization mechanism. A game based distributed decision-making method for th…
Consumption-investment optimization with Epstein-Zin utility in unbounded non-Markovian markets
Zixin Feng, Dejian Tian, Harry Zheng
The paper investigates the consumption-investment problem for an investor with Epstein-Zin utility in an incomplete market. A non-Markovian environment with unbounded parameters is…
Robust optimized certainty equivalents and quantiles for loss positions with distribution uncertainty
Weiwei Li, Zixin Feng, Dejian Tian
This paper investigates the robust optimized certainty equivalents and analyzes their properties as risk measures under distribution uncertainty. Building on this, robust generaliz…