"au:"Siyu Lv"" — arXiv2 Search

/ Date/ Name

/ Date/ Name

"au:"Siyu Lv"" — arXiv2 Search

Showing 1–7 of 7 results

/ Date/ Name

Jun 19, 2025Infinite horizon discounted LQ optimal control problems for mean-field switching diffusions Mar 11, 2023Stochastic maximum principle for hybrid optimal control problems under partial observation Jul 31, 2022Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions Mar 28, 2023Solving a class of zero-sum stopping game with regime switching Sep 22, 2021Controller-and-Stopper Stochastic Differential Games with Regime Switching Nov 10, 2024Robust optimal stopping with regime switching Jun 13, 2025An infinite horizon sufficient stochastic maximum principle for regime switching diffusions and applications