Zobrazeno 1 - 10
of 343
pro vyhledávání: '"Wang, Hanxiao"'
Point cloud normal estimation is a fundamental task in 3D geometry processing. While recent learning-based methods achieve notable advancements in normal prediction, they often overlook the critical aspect of equivariance. This results in inefficient
Externí odkaz:
http://arxiv.org/abs/2406.00347
Autor:
Guo, Lujun, Wang, Hanxiao
The $L_p$ versions of the support function and polar body are introduced by Berndtsson, Mastrantonis and Rubinstein in \cite{Berndtsson-Mastrantonis-Rubinstein-2023} recently. In this paper, we prove that the $L_p$-support function of the shadow syst
Externí odkaz:
http://arxiv.org/abs/2405.01194
Recent progress in generative AI, primarily through diffusion models, presents significant challenges for real-world deepfake detection. The increased realism in image details, diverse content, and widespread accessibility to the general public compl
Externí odkaz:
http://arxiv.org/abs/2404.01579
Autor:
Wang, Hanxiao, Zhou, Chao
In this paper, we consider a dynamic coalition portfolio selection problem, with each agent's objective given by an Epstein--Zin recursive utility. To find a Pareto optimum, the coalition's problem is formulated as an optimization problem evolved by
Externí odkaz:
http://arxiv.org/abs/2402.04895
We investigate a linear quadratic stochastic zero-sum game where two players lobby a political representative to invest in a wind turbine farm. Players are time-inconsistent because they discount performance with a non-constant rate. Our objective is
Externí odkaz:
http://arxiv.org/abs/2304.11577
This paper is concerned with an optimal control problem for a forward-backward stochastic differential equation (FBSDE, for short) with a recursive cost functional determined by a backward stochastic Volterra integral equation (BSVIE, for short). It
Externí odkaz:
http://arxiv.org/abs/2209.08994
For a backward stochastic differential equation (BSDE, for short), when the generator is not progressively measurable, it might not admit adapted solutions, shown by an example. However, for backward stochastic Volterra integral equations (BSVIEs, fo
Externí odkaz:
http://arxiv.org/abs/2206.12530
A linear-quadratic optimal control problem for a forward stochastic Volterra integral equation (FSVIE, for short) is considered. Under the usual convexity conditions, open-loop optimal control exists, which can be characterized by the optimality syst
Externí odkaz:
http://arxiv.org/abs/2204.08694
This paper analyzes the limiting behavior of stochastic linear-quadratic optimal control problems in finite time horizon $[0,T]$ as $T\rightarrow\infty$. The so-called turnpike properties are established for such problems, under stabilizability condi
Externí odkaz:
http://arxiv.org/abs/2202.12699
Autor:
Shen, Yang, Yuan, Pei, Yuan, Zhihao, Cui, Zhen, Ma, Deming, Cheng, Fengjiao, Qin, Ke, Wang, Hanxiao, Li, Enling
Publikováno v:
In International Journal of Hydrogen Energy 28 August 2024 80:289-297