2 papers
math.OC2026
Mean Field Competition of Optimal Switching: The Vanishing Entropy Regularization Approach
Zongxia Liang, Shu Wang, Xiang Yu
This paper studies a type of rank-based mean field game in which competing agents strategically switch among multiple effort regimes. We propose an entropy regularized auxiliary pr…
math.OC2025
Portfolio Selection with Costly Information Acquisition
Zongxia Liang, Shu Wang, Jianming Xia
We investigate joint optimization on information acquisition and portfolio selection within a Bayesian adaptive framework. The investor dynamically controls the precision of a priv…