يعرض 1 - 20 نتائج من 274 نتيجة بحث عن '"Bo, Lijun"', وقت الاستعلام: 0.49s تنقيح النتائج
  1. 1
    Report
    Constrained mean-field control with singular control: Existence, stochastic maximum principle and constrained FBSDE

    المؤلفون: Bo, Lijun, Wang, Jingfei, Yu, Xiang

    مصطلحات موضوعية: Mathematics - Optimization and Control, Mathematics - Probability

    URL الوصول: http://arxiv.org/abs/2501.12731

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  2. 2
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    Mean field game problem for the optimal control of neuronal spiking activity

    المؤلفون: Bo, Lijun, Yang, Dongfang, Wang, Shihua

    مصطلحات موضوعية: Mathematics - Optimization and Control

    URL الوصول: http://arxiv.org/abs/2412.12682

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  3. 3
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    Optimal consumption under relaxed benchmark tracking and consumption drawdown constraint

    المؤلفون: Bo, Lijun, Huang, Yijie, Yan, Kaixin, Yu, Xiang

    مصطلحات موضوعية: Mathematics - Optimization and Control, Quantitative Finance - Mathematical Finance

    URL الوصول: http://arxiv.org/abs/2410.16611

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  4. 4
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    Extended mean field control problems with constraints: The generalized Fritz-John conditions and Lagrangian method

    المؤلفون: Bo, Lijun, Wang, Jingfei, Yu, Xiang

    مصطلحات موضوعية: Mathematics - Optimization and Control, Mathematics - Probability

    URL الوصول: http://arxiv.org/abs/2408.06865

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  5. 5
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    Extended mean-field control problems with Poissonian common noise: Stochastic maximum principle and Hamiltonian-Jacobi-Bellman equation

    المؤلفون: Bo, Lijun, Wang, Jingfei, Wei, Xiaoli, Yu, Xiang

    مصطلحات موضوعية: Mathematics - Optimization and Control, Mathematics - Probability

    URL الوصول: http://arxiv.org/abs/2407.05356

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  6. 6
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    Continuous-time q-Learning for Jump-Diffusion Models under Tsallis Entropy

    المؤلفون: Bo, Lijun, Huang, Yijie, Yu, Xiang, Zhang, Tingting

    مصطلحات موضوعية: Mathematics - Optimization and Control, Computer Science - Machine Learning

    URL الوصول: http://arxiv.org/abs/2407.03888

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  7. 7
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    On optimal tracking portfolio in incomplete markets: The reinforcement learning approach

    المؤلفون: Bo, Lijun, Huang, Yijie, Yu, Xiang

    مصطلحات موضوعية: Quantitative Finance - Portfolio Management, Mathematics - Optimization and Control

    URL الوصول: http://arxiv.org/abs/2311.14318

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  8. 8
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    De Finetti's Poissonian Dividend Control Problem under Spectrally Positive Markov Additive Process

    المؤلفون: Bo, Lijun, Wang, Wenyuan, Yan, Kaixin

    مصطلحات موضوعية: Mathematics - Optimization and Control, 60G51, 93E20, 91G80

    URL الوصول: http://arxiv.org/abs/2311.04555

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  9. 9
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    A decomposition-homogenization method for Robin boundary problems on the nonnegative orthant

    المؤلفون: Bo, Lijun, Huang, Yijie, Yu, Xiang

    مصطلحات موضوعية: Mathematics - Probability, Mathematics - Analysis of PDEs

    URL الوصول: http://arxiv.org/abs/2306.08312

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  10. 10
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    An extended Merton problem with relaxed benchmark tracking

    المؤلفون: Bo, Lijun, Huang, Yijie, Yu, Xiang

    مصطلحات موضوعية: Mathematics - Optimization and Control, Quantitative Finance - Portfolio Management

    URL الوصول: http://arxiv.org/abs/2304.10802

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  11. 11
    Report
    Stochastic control problems with state-reflections arising from relaxed benchmark tracking

    المؤلفون: Bo, Lijun, Huang, Yijie, Yu, Xiang

    مصطلحات موضوعية: Mathematics - Optimization and Control, Quantitative Finance - Mathematical Finance

    URL الوصول: http://arxiv.org/abs/2302.08302

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  12. 12
    Report
    On De Finetti's control under Poisson observations: optimality of a double barrier strategy in a Markov additive model

    المؤلفون: Bo, Lijun, Wang, Wenyuan, Yan, Kaixin

    مصطلحات موضوعية: Mathematics - Optimization and Control

    URL الوصول: http://arxiv.org/abs/2210.07549

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  13. 13
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    A mean field game approach to equilibrium consumption under external habit formation

    المؤلفون: Bo, Lijun, Wang, Shihua, Yu, Xiang

    مصطلحات موضوعية: Quantitative Finance - Mathematical Finance, Mathematics - Optimization and Control

    URL الوصول: http://arxiv.org/abs/2206.13341

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  14. 14
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    Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors

    المؤلفون: Bo, Lijun, Capponi, Agostino, Zhou, Chao

    مصطلحات موضوعية: Quantitative Finance - Portfolio Management, Mathematics - Optimization and Control, Mathematics - Probability, 3E20, 60J20

    URL الوصول: http://arxiv.org/abs/2201.09406

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  15. 15
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    Mean Field Game of Optimal Relative Investment with Jump Risk

    المؤلفون: Bo, Lijun, Wang, Shihua, Yu, Xiang

    مصطلحات موضوعية: Quantitative Finance - Mathematical Finance, Mathematics - Optimization and Control

    URL الوصول: http://arxiv.org/abs/2108.00799

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  16. 16
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    Centralized systemic risk control in the interbank system: Weak formulation and Gamma-convergence

    المؤلفون: Bo, Lijun, Li, Tongqing, Yu, Xiang

    مصطلحات موضوعية: Mathematics - Optimization and Control, Quantitative Finance - Mathematical Finance

    URL الوصول: http://arxiv.org/abs/2106.09978

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  17. 17
    Report
    Optimal Tracking Portfolio with A Ratcheting Capital Benchmark

    المؤلفون: Bo, Lijun, Liao, Huafu, Yu, Xiang

    مصطلحات موضوعية: Quantitative Finance - Portfolio Management, Mathematics - Optimization and Control, Mathematics - Probability

    URL الوصول: http://arxiv.org/abs/2006.13661

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  18. 18
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    Probabilistic Analysis of Replicator-Mutator Equations

    المؤلفون: Bo, Lijun, Liao, Huafu

    مصطلحات موضوعية: Mathematics - Analysis of PDEs, Mathematics - Probability, 92B05, 35K15, 60H10, 60G46

    URL الوصول: http://arxiv.org/abs/2003.05143

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  19. 19
    Academic Journal
    A mean field game approach to optimal investment and risk control for competitive insurers

    المؤلفون: Bo, Lijun, Wang, Shihua, Zhou, Chao

    المساهمون: Natural Science Basic Research Program of Shaanxi Province, China Postdoctoral Science Foundation, National Key Research and Development Program of China, National Natural Science Foundation of China

    المصدر: Insurance: Mathematics and Economics ; volume 116, page 202-217 ; ISSN 0167-6687

    الاتاحة: https://doi.org/10.1016/j.insmatheco.2024.03.002
    https://api.elsevier.com/content/article/PII:S0167668724000374?httpAccept=text/xml
    https://api.elsevier.com/content/article/PII:S0167668724000374?httpAccept=text/plain

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  20. 20
    Report
    Large Sample Mean-Field Stochastic Optimization

    المؤلفون: Bo, Lijun, Capponi, Agostino, Liao, Huafu

    مصطلحات موضوعية: Mathematics - Optimization and Control, 3E20, 60J20, 93E35, 93E20, 60F05

    URL الوصول: http://arxiv.org/abs/1906.08894

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