no code implementations • 14 Apr 2023 • Yunhong Li, Zuo Quan Xu, Xun Yu Zhou
We study a continuous-time expected utility maximization problem in which the investor at maturity receives the value of a contingent claim in addition to the investment payoff from the financial market.
no code implementations • 16 Aug 2022 • Yunhong Li, Yuandong Bi, Weichuan Zhang, Jie Ren, Jinni Chen
Second, a set of Gabor filters are used to smooth the input images and the color edge strength maps are extracted, which are fused into a new ESM with the noise robustness and accurate edge extraction.
no code implementations • 12 Aug 2020 • Yunhong Li, Anis. Matoussi, Lifeng Wei, Zhen Wu
In this paper, we study backward doubly stochastic recursive optimal control problem where the cost function is described by the solution of a backward doubly stochastic differential equation.
Probability Optimization and Control