Zobrazeno 1 - 10
of 225
pro vyhledávání: '"Dong, Yuchao"'
In this paper, we consider a company can simultaneously reduce its emissions and buy carbon allowances at any time. We establish an optimal control model involving two stochastic processes with two control variables, which is a singular control probl
Externí odkaz:
http://arxiv.org/abs/2407.08477
In this paper, we study the stability of traveling wave solutions arising from a credit rating migration problem with a free boundary, After some transformations, we turn the Free Boundary Problem into a fully nonlinear parabolic problem on a fixed d
Externí odkaz:
http://arxiv.org/abs/2401.00198
We study Merton's expected utility maximization problem in an incomplete market, characterized by a factor process in addition to the stock price process, where all the model primitives are unknown. We take the reinforcement learning (RL) approach to
Externí odkaz:
http://arxiv.org/abs/2312.11797
In this work, a pricing model for a defaultable corporate bond with credit rating migration risk is established. The model turns out to be a free boundary problem with two free boundaries. The latter are the level sets of the solution but of differen
Externí odkaz:
http://arxiv.org/abs/2301.10898
Autor:
Dong, Yuchao
In this paper, we study the optimal stopping problem in the so-called exploratory framework, in which the agent takes actions randomly conditioning on current state and an entropy-regularized term is added to the reward functional. Such a transformat
Externí odkaz:
http://arxiv.org/abs/2208.02409
Autor:
Fan, Shiyong, Bai, Yuefan, Li, Qilong, Liu, Lianqi, Wang, Yanming, Xie, Fei, Dong, Yuchao, Wang, Zihao, Lv, Kai, Zhu, He, Bi, Hongkai, Zhou, Xinbo
Publikováno v:
In Bioorganic Chemistry September 2024 150
Autor:
Huang, Ruichen, Zhou, Qiao, Liu, Jiajun, Xia, Yang, Jiao, Yang, Zhao, Bi, Feng, Tangtao, Zhou, Haosu, Song, Xiuyan, Qin, Hao, Wang, Jun, Cheng, Lan, Ning, Yunye, Sun, Qinying, Liu, Yanfang, Su, Xiaoping, Dong, Yuchao, Zhang, Wei
Publikováno v:
In Neoplasia January 2025 59
Publikováno v:
Zhongguo aizheng zazhi, Vol 33, Iss 11, Pp 1009-1017 (2023)
Background and purpose: Chemotherapy-induced nausea and vomiting (CINV) can cause severe damage to body functions and even lead to death. The prevention of CINV is critically important in patients receiving emetogenic chemotherapy regimen. This study
Externí odkaz:
https://doaj.org/article/05e6bfe4173f47fb8f8222622718e33e
Autor:
Li, Dapeng, Sun, Xianyan, Li, Yiquan, Shang, Chao, Dong, Yuchao, Zhao, Renshuang, Zhang, Hang, Wang, Zihao, Fan, Shiyong, Ma, Chengyuan, Li, Xiao
Publikováno v:
In Bioorganic & Medicinal Chemistry 15 March 2024 102
This paper aims to explore the relationship between maximum principle and dynamic programming principle for stochastic recursive control problem with random coefficients. Under certain regular conditions for the coefficients, the relationship between
Externí odkaz:
http://arxiv.org/abs/2012.04814