Xian Wen

Available identifiers

zbMath Open wen.xianMaRDI QIDQ2697257

List of research outcomes

Publication	Date of Publication	Type
Minimizing risk probability for infinite discounted piecewise deterministic Markov decision processes.	2024-08-07	Paper
The exponential utility optimality for infinite horizon semi-Markov decision processes	2024-01-23	Paper
An efficient spectral-Galerkin method for elliptic equations in 2D complex geometries	2023-06-20	Paper
A Legendre dual-Petrov-Galerkin spectral element method for the Kawahara-type equations	2023-04-18	Paper
The exponential cost optimality for finite horizon semi-Markov decision processes	2022-11-07	Paper
First Passage Exponential Optimality Problem for Semi-Markov Decision Processes	2021-09-30	Paper
Risk probability optimization problem for finite horizon continuous time Markov decision processes with loss rate.	2021-09-16	Paper
First passage risk probability optimality for continuous time Markov decision processes	2019-08-05	Paper
Monte Carlo simulations with dual variables pricing of barrier options in a stochastic volatility model	2017-01-06	Paper
https://portal.mardi4nfdi.de/entity/Q3073111	2011-02-05	Paper

Research outcomes over time

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