Zhongyang Sun

Publication Activity (10 Years)

Years Active: 2015-2020
Publications (10 Years): 6

Top Topics

Dynamic Programming

Diffusion Model

Top Venues

J. Optim. Theory Appl.

J. Comput. Appl. Math.

Math. Methods Oper. Res.

Publications

Zhongyang Sun, Kam Chuen Yuen, Junyi Guo
A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling. J. Comput. Appl. Math. 366 (2020)
Zhongyang Sun, Xianping Guo
Equilibrium for a Time-Inconsistent Stochastic Linear-Quadratic Control System with Jumps and Its Application to the Mean-Variance Problem. J. Optim. Theory Appl. 181 (2) (2019)
Zhongyang Sun, Junyi Guo
Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility. Math. Methods Oper. Res. 88 (1) (2018)
Xin Zhang, Zhongyang Sun, Jie Xiong
A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type. SIAM J. Control. Optim. 56 (4) (2018)
Zhongyang Sun, Junyi Guo, Xin Zhang
Maximum Principle for Markov Regime-Switching Forward-Backward Stochastic Control System with Jumps and Relation to Dynamic Programming. J. Optim. Theory Appl. 176 (2) (2018)
Zhongyang Sun
Maximum principle for forward-backward stochastic control system under G-expectation and relation to dynamic programming. J. Comput. Appl. Math. 296 (2016)
Yankui Sun, Xiaoxin An, Zi Ye, Zhongyang Sun
Efficient terrain data coding for rendering on mobile devices. ISSPIT (2015)