1 citations · 2 across the 4 of their papers we have counts for
4 papers
Inferring Gene Regulatory Neural Networks for Bacterial Decision Making in Biofilms
Samitha Somathilaka, Daniel P. Martins, Xu Li +2
Bacterial cells are sensitive to a range of external signals used to learn the environment. These incoming external signals are then processed using a Gene Regulatory Network (GRN)…
Dynamic Convex Duality in Constrained Utility Maximization
Yusong Li, Harry Zheng
In this paper, we study a constrained utility maximization problem following the convex duality approach. After formulating the primal and dual problems, we construct the necessary…
Constrained Quadratic Risk Minimization via Forward and Backward Stochastic Differential Equations
Yusong Li, Harry Zheng
In this paper we study a continuous-time stochastic linear quadratic control problem arising from mathematical finance. We model the asset dynamics with random market coefficients…
Weak Necessary and Sufficient Stochastic Maximum Principle for Markovian Regime-Switching Diffusion Models
Yusong Li, Harry Zheng
In this paper we prove a weak necessary and sufficient maximum principle for Markovian regime switching stochastic optimal control problems. Instead of insisting on the maximum con…