Jiaqin Wei

12 papers C 2Journal 10
YearRankTypeTitle / Venue / Authors
2025 J jnl
A hybrid deep learning method for finite-horizon mean-field game problems.
Autom.
Yu Zhang, Zhuo Jin, Jiaqin Wei, Gang George Yin
2025 J jnl
On Stochastic Control Problems with Higher-Order Moments.
SIAM J. Control. Optim.
Yike Wang, Jingzhen Liu, Alain Bensoussan, Ka-Fai Cedric Yiu, Jiaqin Wei
2025 C conf
Optimal risk mitigation strategies for cyber contagion in networks: A hybrid deep learning method.
CoDIT
Yu Zhang, Zhuo Jin, Jiaqin Wei, George Yin
2024 C conf
A hybrid deep learning method for controlled stochastic Kolmogorov systems with regime-switching.
CoDIT
Yu Zhang, Zhuo Jin, Jiaqin Wei
2024 J jnl
Short Communication: Mean-Stochastic-Dominance Portfolio Selection in Continuous Time.
SIAM J. Financial Math.
Yiyun Wang, Jiaqin Wei, Jianming Xia
2022 J jnl
Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model.
Autom.
Yu Zhang, Zhuo Jin, Jiaqin Wei, George Yin
2020 J jnl
Portfolio selection with regime-switching and state-dependent preferences.
J. Comput. Appl. Math.
Jiaqin Wei, Yang Shen, Qian Zhao
2019 J jnl
Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions.
SIAM J. Control. Optim.
Tianxiao Wang, Zhuo Jin, Jiaqin Wei
2019 J jnl
Mean-variance portfolio selection under a non-Markovian regime-switching model.
J. Comput. Appl. Math.
Tianxiao Wang, Jiaqin Wei
2014 J jnl
Consumption-investment strategies with non-exponential discounting and logarithmic utility.
Eur. J. Oper. Res.
Qian Zhao, Yang Shen, Jiaqin Wei
2014 J jnl
Portfolio optimization in a regime-switching market with derivatives.
Eur. J. Oper. Res.
Jun Fu, Jiaqin Wei, Hailiang Yang
2010 J jnl
Classical and Impulse Control for the Optimization of Dividend and Proportional Reinsurance Policies with Regime Switching.
J. Optim. Theory Appl.
Jiaqin Wei, Hailiang Yang, Rongming Wang