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Faculty of Science and Tech...
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WANG Qingguo
38
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5
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3
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2
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Linear matrix inequality (L...
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Journal of Process Control
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Stability analysis of systems with time-varying delays for conservatism and complexity reduction
Journal article
Systems and Control Letters,2024, volume: 193
Authors:
Fan, Yulong
;
Zhang, Chuanke
;
Liu, Yunfan
;
He, Yong
;
Wang, Qingguo
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View/Download:3/0
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Submit date:2024/11/04
Fragmented-component-based integral inequality
Matrix-injection-based method
Stability analysis
Time-delay system
Time-varying delay
The optimal investment problem with inflation and liquidity risk
Journal article
Journal of Computational and Applied Mathematics,2024, volume: 438
Authors:
Chen, Xinyue
;
Chen, Peimin
;
He, Yong
;
Wang, Xiaoyang
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View/Download:4/0
  |  
Submit date:2024/03/12
HJB equation
Inflation
Labor supply flexibility
Liquidity risk
Optimal investment and consumption
THE OPTIMAL INVESTMENT-REINSURANCE STRATEGIES FOR AMBIGUITY AVERSION INSURER IN UNCERTAIN ENVIRONMENT
Journal article
Journal of Industrial and Management Optimization,2023, volume: 19, issue: 6, pages: 4551-4590
Authors:
Zhou, Xia
;
Chen, Peimin
;
Zhang, Jiawei
;
Tu, Jingwen
;
He, Yong
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  |  
View/Download:2/0
  |  
Submit date:2025/03/25
ambiguity
incomplete markets
Investment-reinsurance
utility loss
worst-case
A dynamic Heston local–stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility
Journal article
Journal of Computational and Applied Mathematics,2023, volume: 423
Authors:
He, Yong
;
Chen, Peimin
;
He, Lin
;
Xiang, Kaili
;
Wu, Chunchi
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View/Download:3/0
  |  
Submit date:2025/03/25
Asymptotic expansion technique
Dual method
HLSV model
Legendre transformation
An analytical solution for the robust investment-reinsurance strategy with general utilities
Journal article
North American Journal of Economics and Finance,2022, volume: 63
Authors:
He, Yong
;
Zhou, Xia
;
Chen, Peimin
;
Wang, Xiaoyang
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View/Download:3/0
  |  
Submit date:2025/03/25
Ambiguity
General utility function
Hamilton–Jacobi–Bellman (HJB) equation
Homotopy analysis method
Taylor series expansion
Stability Analysis for Delayed Neural Networks via a Novel Negative-Definiteness Determination Method
Journal article
IEEE Transactions on Cybernetics,2022, volume: 52, issue: 6, pages: 5356 - 5366
Authors:
Long, Fei
;
Zhang, Chuanke
;
He, Yong
;
Wang, Qingguo
;
Wu, Min
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View/Download:16/0
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Submit date:2021/04/23
Lyapunov-Krasovskii functional (LKF)
negative-definiteness determination method
neural networks
stability
time delay
Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model
Journal article
Optimization,2022, volume: 71, issue: 15, pages: 4603-4633
Authors:
He, Yong
;
Xiang, Kaili
;
Chen, Peimin
;
Wu, Chunchi
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View/Download:2/0
  |  
Submit date:2025/03/25
asymptotic expansion technique
dual method
Extended CEV model
legendre transformation
Build in prevention and preparedness to improve climate resilience in coastal cities: Lessons from China's GBA
Journal article
One Earth,2021, volume: 4, issue: 10, pages: 1356-1360
Authors:
Chan, Faith Ka Shun
;
Chen, Wendy Y.
;
Sang, Yanfang
;
Chen, Yongqin David
;
Huang, Wei Wayne
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View/Download:9/0
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Submit date:2023/05/19
随机模拟的方法和应用
Book
北京:高等教育出版社, 2021
Authors:
周永道
;
贺平
;
宁建辉
;
方开泰
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View/Download:15/0
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Submit date:2022/01/05
Hierarchical Passivity Criterion for Delayed Neural Networks via A General Delay-Product-Type Lyapunov-Krasovskii Functional
Journal article
IEEE Transactions on Neural Networks and Learning Systems,2021, volume: 34, issue: 1, pages: 421 - 432
Authors:
Long, Fei
;
Zhang, Chuanke
;
He, Yong
;
Wang, Qingguo
;
Gao, Zhenman
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View/Download:14/0
  |  
Submit date:2021/08/12
Delay-product-type term
delayed neural networks (DNNs)
general convexity lemma
Lyapunov-Krasovskii functional (LKF)
passivity criterion