Zobrazeno 1 - 10
of 5 237
pro vyhledávání: '"XIONG Jie"'
In this paper, we study an optimal stopping problem in the presence of model uncertainty and regime switching. The max-min formulation for robust control and the dynamic programming approach are adopted to establish a general theoretical framework fo
Externí odkaz:
http://arxiv.org/abs/2411.06522
Despite a long history of Nernst effect in superconductors, a satisfactory theory on its amplitude in vortex liquid phase is still absent. The central quantity of vortex Nernst signals is the entropy $s_{\phi}$ carried by each vortex. Here we show a
Externí odkaz:
http://arxiv.org/abs/2410.05671
This paper investigates a linear quadratic stochastic optimal control (LQSOC) problem with partial information. Firstly, by introducing two Riccati equations and a backward stochastic differential equation (BSDE), we solve this LQSOC problem under st
Externí odkaz:
http://arxiv.org/abs/2409.16924
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 weighting matrices in the performance functional are regulated by a Markov cha
Externí odkaz:
http://arxiv.org/abs/2408.17030
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-invariant Markov chain. Both non-zero-sum and zero-sum LQ-SDG problems are
Externí odkaz:
http://arxiv.org/abs/2408.12818
Autor:
Jiao, Yuechun, Hu, Jinlian, Lan, Zitong, Zhang, Fusang, Xiong, Jie, Bai, Jingxu, Chang, Zhaoxin, Su, Yuqi, Jin, Beihong, Zhang, Daqing, Zhao, Jianming, Jia, Suotang
Recent years have witnessed the use of pervasive wireless signals (e.g., Wi-Fi, RFID, and mmWave) for sensing purposes. Due to its non-intrusive characteristic, wireless sensing plays an important role in various intelligent sensing applications. How
Externí odkaz:
http://arxiv.org/abs/2407.19656
We apply a Lindeberg principle under the Markov process setting to approximate the Wright-Fisher model with neutral $r$-alleles using a diffusion process, deriving an error rate based on a function class distance involving fourth-order bounded differ
Externí odkaz:
http://arxiv.org/abs/2407.09102
Let $X=(X_t, t\geq 0)$ be a superprocess in a random environment described by a Gaussian noise $W=\{W(t,x), t\geq 0, x\in \mathbb{R}^d\}$ white in time and colored in space with correlation kernel $g(x,y)$. When $d\geq 3$, under the condition that th
Externí odkaz:
http://arxiv.org/abs/2406.06905
Autor:
Xiong, Jie, Xu, Wen
In this paper, we first prove that the mean-field stochastic linear quadratic (MFSLQ for short) control problem with random coefficients has a unique optimal control and derive a preliminary stochastic maximum principle to characterize this optimal c
Externí odkaz:
http://arxiv.org/abs/2406.04621
A linear quadratic (LQ) stochastic optimization system involving large population, which is driven by forward-backward stochastic differential equation (FBSDE), is investigated in this paper. Agents cooperate with each other to minimize the so-called
Externí odkaz:
http://arxiv.org/abs/2404.18561