Publications

Preprints

[7] Equilibrium singular dividend control under ambiguity aggregation of heterogeneous discount rates. (with Yue Cao, Guohui Guan and Zongxia Liang) Submitted, 2026.

[6] Time-Inconsistent Singular Control Problems with a Running Minimum Process. (with Rui Dai, Guohui Guan and Zongxia Liang) Submitted, 2026.

[5] Reinforcement Learning for Irreversible Reinsurance Problems: the Randomized Singular Control Approach. (with Zongxia Liang and Xiang Yu) Submitted, 2025.

[4] A Reinforcement Learning Framework for Some Singular Stochastic Control Problems. (with Zongxia Liang and Xiang Yu) Submitted, 2025.

Journal Publications

[3] Stackelberg Reinsurance and Premium Decisions with MV Criterion and Irreversibility. (with Zongxia Liang) SIAM Journal on Financial Mathematics, 16 (2025), pp.167-199.

[2] Equilibria for Time-Inconsistent Singular Control Problems. (with Zongxia Liang and Fengyi Yuan) SIAM Journal on Control and Optimization, 62 (2024), pp.3213-3238.

[1] Consumption-investment decisions with endogenous reference point and drawdown constraint. (with Zongxia Liang and Fengyi Yuan) Mathematics and Financial Economics, 17 (2023), pp.285-334.