From the 1 of 6 linked papers with an AI index.
6 papers
Equilibrium for regular-singular control under mean-variance criterion: A unified approach via control laws
Zongxia Liang, Xiaodong Luo, Jiayu Zhang
The paper investigates mixed regular‑singular control problems under a mean‑variance objective, introducing a time‑consistent equilibrium concept and providing verification results…
Equilibrium singular dividend control under ambiguity aggregation of heterogeneous discount rates
Yue Cao, Guohui Guan, Zongxia Liang +1
This paper studies a singular dividend control problem for a firm with heterogeneous shareholders whose discount rates follow a given distribution. The central planner aggregates e…
Time-Inconsistent Singular Control Problems with a Running Minimum Process
Rui Dai, Guohui Guan, Zongxia Liang +1
This paper develops a time-inconsistent and path-dependent singular control framework incorporating a running minimum process. We derive a verification theorem that characterizes e…
Finding the Balance Rate of Uncertain Signed Graphs
Zeyu Wang, Kudria Sergei, Jingbang Chen +4
Signed graphs are widely used to analyze complex systems such as social, political, and biological networks. The notion of balance, a key concept of signed graphs, reflects the sta…
A Reinforcement Learning Framework for Some Singular Stochastic Control Problems
Zongxia Liang, Xiaodong Luo, Xiang Yu
We develop a continuous-time reinforcement learning framework for a class of singular stochastic control problems without entropy regularization. The optimal singular control is ch…
Reinforcement learning for irreversible reinsurance problems: the randomized singular control approach
Zongxia Liang, Xiaodong Luo, Xiang Yu
This paper studies the continuous-time reinforcement learning for stochastic singular control with the application to an infinite-horizon irreversible reinsurance problem. The sing…