Probabilistic analysis of replicator–mutator equations von Bo, Lijun, Liao, Huafu

Volltext

Optimal Tracking Portfolio with a Ratcheting Capital Benchmark von Bo, Lijun, Liao, Huafu, Yu, Xiang

Volltext

Large Sample Mean-Field Stochastic Optimization von Bo, Lijun, Capponi, Agostino, Liao, Huafu

Volltext

Risk-sensitive credit portfolio optimization under partial information and contagion risk von Bo, Lijun, Liao, Huafu, Yu, Xiang

Volltext

Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching von Bo, Lijun, Liao, Huafu, Yu, Xiang

Volltext

Optimal dividend strategy for an insurance group with contagious default risk von Jin, Zhuo, Liao, Huafu, Yang, Yue, Yu, Xiang

Volltext

Optimal credit investment and risk control for an insurer with regime-switching von Bo, Lijun, Liao, Huafu, Wang, Yongjin

Volltext

A particle system approach towards the global well-posedness of master equations for potential mean field games of control von Liao, Huafu, Mou, Chenchen

Volltext bestellen

A particle system approach towards the global well-posedness of master equations for potential mean field games of control von Liao, Huafu, Mou, Chenchen

Volltext

Probabilistic Analysis of Replicator-Mutator Equations von Bo, Lijun, Liao, Huafu

Volltext bestellen

Convergence analysis of controlled particle systems arising in deep learning: from finite to infinite sample size von Liao, Huafu, Mészáros, Alpár R, Mou, Chenchen, Zhou, Chao

Volltext bestellen

Optimal Tracking Portfolio with A Ratcheting Capital Benchmark von Bo, Lijun, Liao, Huafu, Yu, Xiang

Volltext bestellen

Large Sample Mean-Field Stochastic Optimization von Bo, Lijun, Capponi, Agostino, Liao, Huafu

Volltext bestellen

Probabilistic Analysis of Replicator-Mutator Equations von Bo, Lijun, Liao, Huafu

Volltext

Risk-Sensitive Credit Portfolio Optimization under Partial Information and Contagion Risk von Bo, Lijun, Liao, Huafu, Yu, Xiang

Volltext bestellen

Convergence analysis of controlled particle systems arising in deep learning: from finite to infinite sample size von Liao, Huafu, Mészáros, Alpár R, Mou, Chenchen, Zhou, Chao

Volltext

Optimal Credit Investment and Risk Control for an Insurer with Regime-Switching von Bo, Lijun, Liao, Huafu, Wang, Yongjin

Volltext bestellen

Large Sample Mean-Field Stochastic Optimization von Bo, Lijun, Capponi, Agostino, Liao, Huafu

Volltext

Optimal Dividend Strategy for an Insurance Group with Contagious Default Risk von Jin, Zhuo, Liao, Huafu, Yang, Yue, Yu, Xiang

Volltext bestellen

Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching von Bo, Lijun, Liao, Huafu, Yu, Xiang

Volltext bestellen