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.
版权所有:山东大学中泰证券金融研究院
地址:中国山东省济南市山大南路27号 邮编:250100 电话:0531-88364100 院长信箱: sxyuanzhang@sdu.edu.cn