5 papers
Zero-sum stochastic linear-quadratic Stackelberg differential games of Markovian regime-switching system
Fan Wu, Xun Li, Jie Xiong +1
This paper investigates a zero-sum stochastic linear-quadratic (SLQ, for short) Stackelberg differential game problem, where the coefficients of the state equation and the weightin…
Stochastic linear-quadratic differential game with Markovian jumps in an infinite horizon
Fan Wu, Xun Li, Jie Xiong +1
This paper investigates a two-person non-homogeneous linear-quadratic stochastic differential game (LQ-SDG, for short) in an infinite horizon for a system regulated by a time-invar…
Revising the Problem of Partial Labels from the Perspective of CNNs' Robustness
Xin Zhang, Yuqi Song, Wyatt McCurdy +2
Convolutional neural networks (CNNs) have gained increasing popularity and versatility in recent decades, finding applications in diverse domains. These remarkable achievements are…
Optimal Hybrid Dividend Strategy Under The Markovian Regime-Switching Economy
Xiaoxiao Zheng, Xin Zhang
In this paper, we consider the optimal dividend problem for a company. We describe the surplus process of the company by a diffusion model with regime switching. The aim of the com…
Optimal investment-reinsurance policy under a long-term perspective
Xiaoxiao Zheng, Xin Zhang
In this paper, we assume an insure is allowed to purchase proportional reinsurance and can invest his or her wealth into the financial market where a savings account, stocks and bo…