Jiaqin Wei

According to our database, Jiaqin Wei authored at least 11 papers between 2010 and 2025.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2025

On Stochastic Control Problems with Higher-Order Moments.

Yike Wang, Jingzhen Liu, Alain Bensoussan, Ka-Fai Cedric Yiu, Jiaqin Wei

SIAM J. Control. Optim., 2025

A hybrid deep learning method for finite-horizon mean-field game problems.

Yu Zhang, Zhuo Jin, Jiaqin Wei, Gang George Yin

Autom., 2025

2024

Short Communication: Mean-Stochastic-Dominance Portfolio Selection in Continuous Time.

Yiyun Wang, Jiaqin Wei, Jianming Xia

SIAM J. Financial Math., 2024

A hybrid deep learning method for controlled stochastic Kolmogorov systems with regime-switching.

Yu Zhang, Zhuo Jin, Jiaqin Wei

Proceedings of the 10th International Conference on Control, 2024

2022

Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model.

Yu Zhang, Zhuo Jin, Jiaqin Wei, George Yin

Autom., 2022

2020

Portfolio selection with regime-switching and state-dependent preferences.

Jiaqin Wei, Yang Shen, Qian Zhao

J. Comput. Appl. Math., 2020

2019

Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions.

Tianxiao Wang, Zhuo Jin, Jiaqin Wei

SIAM J. Control. Optim., 2019

Mean-variance portfolio selection under a non-Markovian regime-switching model.

Tianxiao Wang, Jiaqin Wei

J. Comput. Appl. Math., 2019

2014

Consumption-investment strategies with non-exponential discounting and logarithmic utility.

Qian Zhao, Yang Shen, Jiaqin Wei

Eur. J. Oper. Res., 2014

Portfolio optimization in a regime-switching market with derivatives.

Jun Fu, Jiaqin Wei, Hailiang Yang

Eur. J. Oper. Res., 2014

2010

Classical and Impulse Control for the Optimization of Dividend and Proportional Reinsurance Policies with Regime Switching.

Jiaqin Wei, Hailiang Yang, Rongming Wang

J. Optim. Theory Appl., 2010