1 citations · 1 across the 5 of their papers we have counts for
8 papers
Partially Observed McKean--Vlasov Control with Vanishing Observation Intensities
Jie Xiong, Ying Yang
We study partially observed McKean--Vlasov jump-diffusions with controlled counting intensities that may vanish and depend on the unconditional physical state distribution. A deter…
CATune: Structural Constraint-Aware Bayesian Optimization for DBMS Configuration Tuning
Fangping Lan, Qi Zhang, Eduard Dragut
Modern DBMSs expose hundreds of configuration knobs, resulting in a high-dimensional and heterogeneous search space that makes automated tuning costly. Existing ML-based tuning sys…
A Stochastic Maximum Principle for Partially Observed Jump-Diffusion Systems with State-Dependent Counting-Process Observations
Jie Xiong, Ying Yang
This paper studies a partially observed stochastic optimal control problem for jump-diffusion states observed through multivariate counting processes with state-dependent intensiti…
Stochastic Mean-Field LQ Stackelberg Differential Games with Random Coefficients: Theory and a Deep FBSDE Picard Solver
Ying Yang, Jie Xiong, Zhouyu Wang
This paper studies a stochastic mean-field linear-quadratic Stackelberg differential game with random coefficients. The interaction between mean-field terms and random coefficients…
Stochastic Riccati equations with jumps for indefinite linear-quadratic control: A stochastic value-flow approach
Kai Ding, Jiaqiang Wen, Jie Xiong +1
This paper studies the nonlinear matrix-valued stochastic Riccati equation with jumps (SRE-J) arising from indefinite stochastic linear-quadratic optimal control problems with rand…
Near optimal controls for partially observed stochastic linear quadratic problems
Jingrui Sun, Jiaqiang Wen, Jie Xiong +1
In this article, we consider a stochastic linear quadratic control problem with partial observation. A near optimal control in the weak formulation is characterized. The main featu…
Robust optimal stopping with regime switching
Siyu Lv, Zhen Wu, Jie Xiong +1
In this paper, we study an optimal stopping problem in the presence of model uncertainty and regime switching. The max-min formulation for robust control and the dynamic programmin…
Maximum Principle of Stochastic Optimal Control Problems with Model Uncertainty
Tao Hao, Jiaqiang Wen, Jie Xiong
This paper is concerned with the maximum principle of stochastic optimal control problems, where the coefficients of the state equation and the cost functional are uncertain, and t…