3 papers
math.OC2025
Equilibrium Strategies for the N-agent Mean-Variance Investment Problem over a Random Horizon
Xiaoqing Liang, Jie Xiong, Ying Yang
We study equilibrium feedback strategies for a family of dynamic mean-variance problems with competition among a large group of agents. We assume that the time horizon is random an…
cs.CR2024
Pathfinder: Exploring Path Diversity for Assessing Internet Censorship Inconsistency
Xiaoqin Liang, Guannan Liu, Lin Jin +2
Internet censorship is typically enforced by authorities to achieve information control for a certain group of Internet users. So far existing censorship studies have primarily foc…
math.OC2023
Optimal Monotone Mean-Variance Problem in a Catastrophe Insurance Model
Bohan Li, Junyi Guo, Xiaoqing Liang
This paper explores an optimal investment and reinsurance problem involving both ordinary and catastrophe insurance businesses. The catastrophic events are modeled as following a c…