In order to explore the impact of information delay and liquidity on the financial market, we
propose a delay agent-based model from the perspective of micro evolution in financial …

In this paper, we study the stochastic optimal control problem for control systems with time-
varying delay. The corresponding state equation is a kind of stochastic differential delay …

In this paper, an open problem is solved, for the stochastic optimal control problem with
delay where the control domain is nonconvex and the diffusion term contains both control …

We introduce a new type of reflected backward stochastic differential equations (BSDEs) for
which the reflection constraint is imposed on its main solution component, denoted as by …

We investigate the roles of liquidity and delay in financial markets through our proposed
optimal forecasting model. The efficiency and liquidity of the financial market are examined …

This article studies a mean-variance portfolio selection problem for a jump-diffusion model,
where the drift process is modulated by a continuous unobservable Markov chain. Since …

In this paper, we study the optimal control problem for the state governed by stochastic
differential equation with delay and partially observed by a noisy process. Some variational …

The reinsurance and investment portfolio of insurance companies has always been a hot
issue in insurance business. In insurance practice, it is inevitable for insurance companies to …

In this paper, we study the stochastic optimal control problem for control system with time-
varying delay. The corresponding stochastic differential equation is a kind of stochastic …

In this paper, we are interested in the optimal investment and reinsurance strategies of an
insurer with delay under the 4/2 stochastic volatility model. Indeed, the objective of the …