Zhou Zhou

According to our database, Zhou Zhou authored at least 14 papers between 2014 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

Binomial-Tree Approximation for Time-Inconsistent Stopping.

Erhan Bayraktar, Zhenhua Wang, Zhou Zhou

SIAM J. Financial Math., 2025

Convergence of Policy Iteration for Entropy-Regularized Stochastic Control Problems.

Yu-Jui Huang, Zhenhua Wang, Zhou Zhou

SIAM J. Control. Optim., 2025

2024

Sharp Equilibria for Time-Inconsistent Mean-Field Stopping Games.

Ziyuan Wang, Zhou Zhou

SIAM J. Control. Optim., 2024

2023

Time Inconsistency, Precommitment, and Equilibrium Strategies for a Stackelberg Game.

Zhou Zhou

SIAM J. Control. Optim., April, 2023

Stability of Equilibria in Time-Inconsistent Stopping Problems.

Erhan Bayraktar, Zhenhua Wang, Zhou Zhou

SIAM J. Control. Optim., April, 2023

Optimal Relative Performance Criteria in Mean-Field Contribution Games.

Zhou Zhou

Math. Oper. Res., 2023

2022

Short Communication: Stability of Time-Inconsistent Stopping for One-Dimensional Diffusions.

Erhan Bayraktar, Zhenhua Wang, Zhou Zhou

SIAM J. Financial Math., December, 2022

Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games.

Beniamin Goldys, James Yang, Zhou Zhou

SIAM J. Control. Optim., 2022

2021

Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time.

Yu-Jui Huang, Zhou Zhou

Math. Oper. Res., 2021

2019

Time Consistent Stopping for the Mean-Standard Deviation Problem - The Discrete Time Case.

Erhan Bayraktar, Jingjie Zhang, Zhou Zhou

SIAM J. Financial Math., 2019

The Optimal Equilibrium for Time-Inconsistent Stopping Problems - The Discrete-Time Case.

Yu-Jui Huang, Zhou Zhou

SIAM J. Control. Optim., 2019

No-Arbitrage and Hedging with Liquid American Options.

Erhan Bayraktar, Zhou Zhou

Math. Oper. Res., 2019

2015

On Hedging American Options under Model Uncertainty.

Erhan Bayraktar, Yu-Jui Huang, Zhou Zhou

SIAM J. Financial Math., 2015

2014

On Controller-Stopper Problems with Jumps and Their Applications to Indifference Pricing of American Options.

Erhan Bayraktar, Zhou Zhou

SIAM J. Financial Math., 2014