Siyu Lv

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Robust optimal stopping with regime switching Automatica	2026-01-02	Paper
Solving a class of zero-sum stopping game with regime switching Systems & Control Letters	2024-11-12	Paper
Linear quadratic nonzero-sum mean-field stochastic differential games with regime switching Applied Mathematics and Optimization	2024-10-22	Paper
Solving a class of zero-sum stopping game with regime switching	2023-03-28	Paper
The Dynkin game with regime switching and applications to pricing game options Annals of Operations Research	2022-07-05	Paper
Infinite horizon reflected backward stochastic differential equations with Markov chains Communications in Statistics: Theory and Methods	2021-10-28	Paper
Controller-and-Stopper Stochastic Differential Games with Regime Switching	2021-09-21	Paper
Two-player zero-sum stochastic differential games with regime switching Automatica	2020-04-17	Paper
Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance Chinese Annals of Mathematics. Series B	2018-11-15	Paper
Optimal switching under a hybrid diffusion model and applications to stock trading Automatica	2018-10-17	Paper
Continuous-time mean-variance portfolio selection with random horizon in an incomplete market Automatica	2016-05-20	Paper
Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching Optimal Control Applications & Methods	2016-04-15	Paper

Research outcomes over time

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