Lijun Bo
- On optimal tracking portfolio in incomplete markets: The reinforcement learning approach
2023/11/24 by Lijun Bo, Yijie Huang, Bo, Lijun +3 · 3 citations
Economics, Econometrics and Finance · Decision Sciences · Social Sciences · #Stochastic processes and financial applications #Risk and Portfolio Optimization #Insurance, Mortality, Demography, Risk Management
- Extended mean-field control problems with Poissonian common noise: Stochastic maximum principle and Hamiltonian-Jacobi-Bellman equation
2024/07/07 by Lijun Bo, Bo, Lijun, Jingfei Wang +5 · 2 citations
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Gas Dynamics and Kinetic Theory #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
- Mean Field Control with Poissonian Common Noise: A Pathwise Compactification Approach
2025/05/29 by Lijun Bo, Bo, Lijun, Wang, Jingfei +4 · 5 citations
Computer Science · Mathematics · #Distributed Control Multi-Agent Systems #FOS: Mathematics #Mathematical Biology Tumor Growth #Optimization and Control (math.OC) #Optimization and Variational Analysis #Probability (math.PR)
- Constrained mean-field control with singular controls: Existence, stochastic maximum principle and constrained FBSDE
2025/01/22 by Lijun Bo, Bo, Lijun, Jingfei Wang +3 · 1 citation
Economics, Econometrics and Finance · Engineering · Mathematics · #Advanced Control Systems Optimization #FOS: Mathematics #Gas Dynamics and Kinetic Theory #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
- Dynamic Pricing for a Two-Sided Data Market Platform
2026/07/19 by Lijun Bo, Dongfang Yang, Yijie Huang
#math.OC