师资队伍

论文成果

[1] Policy Iteration for Exploratory Hamilton–Jacobi–Bellman Equations. APPLIED MATHEMATICS AND OPTIMIZATION, 91, 50, 1-29, 2025.

[2] Convergence of Policy Iteration for Entropy-Regularized Stochastic Control Problems. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 63(2), 752-777, 2025.

[3] Binomial-Tree Approximation for Time-Inconsistent Stopping. SIAM JOURNAL ON FINANCIAL MATHEMATICS, 16(1), 200–220, 2025.

[4] On Time-Inconsistency in Mean-Field Games. MATHEMATICAL FINANCE, 35(3), 613–635, 2025.

[5] Relaxed Equilibria for Time-Inconsistent Markov Decision Processes. MATHEMATICS OF OPERATIONS RESEARCH, 2024.

[6] Equilibria of Time-Inconsistent Stopping for One-Dimensional Diffusion Processes. MATHEMATICAL FINANCE, 33(3), 797–841, 2023.

[7] Stability of Equilibria in Time-Inconsistent Stopping Problems. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 61(2), 674–696, 2023.

[8] Short Communication: Stability of Time-Inconsistent Stopping for One-Dimensional Diffusions. SIAM JOURNAL ON FINANCIAL MATHEMATICS, 13(4), SC123–SC135, 2022.

[9] Optimal Equilibria for Multidimensional Time-Inconsistent Stopping Problems. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 59(2), 1705–1729, 2021.

[10] The coin-turning walk and its scaling limit. ELECTRONIC JOURNAL OF PROBABILITY, 25 (3), 1-38, 2020.



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