Robust Bi-Objective Linear Quadratic Control with Regime Switching in Infinite Horizon
Kai Ding, Siyu Lv, Zhen Wu, & Jie Xiong (2026). "Robust Bi-Objective Linear Quadratic Control with Regime Switching in Infinite Horizon." Manuscript.
CV
Education
- Ph.D in Version Control Theory, GitHub University, 2018 (expected)
- M.S. in Jekyll, GitHub University, 2014
- B.S. in GitHub, GitHub University, 2012
Work experience
- Spring 2024: Academic Pages Collaborator
- GitHub University
- Duties includes: Updates and improvements to template
- Supervisor: The Users
- Fall 2015: Research Assistant
- GitHub University
- Duties included: Merging pull requests
- Supervisor: Professor Hub
- Summer 2015: Research Assistant
- GitHub University
- Duties included: Tagging issues
- Supervisor: Professor Git
Skills
- Skill 1
- Skill 2
- Sub-skill 2.1
- Sub-skill 2.2
- Sub-skill 2.3
- Skill 3
Publications
Closed-Loop Solvability of Infinite-Horizon Stochastic Linear-Quadratic Problems for Markov Regime-Switching Jump-Diffusion Systems
Kai Ding, Fan Wu, Jie Xiong, & Xinyue Zhang (2026). "Closed-Loop Solvability of Infinite-Horizon Stochastic Linear-Quadratic Problems for Markov Regime-Switching Jump-Diffusion Systems." arXiv preprint, arXiv:2607.24004.
Indefinite Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Poisson Jumps: Closed-Loop Representation of Open-Loop Optimal Controls
Kai Ding, Jiaqiang Wen, Jie Xiong, & Xin Zhang (2026). "Indefinite Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Poisson Jumps: Closed-Loop Representation of Open-Loop Optimal Controls." arXiv preprint, arXiv:2605.13204.
An Infinite Horizon Sufficient Stochastic Maximum Principle for Regime-Switching Diffusions and Applications
Kai Ding, Xun Li, Siyu Lv, & Xin Zhang (2026). "An Infinite Horizon Sufficient Stochastic Maximum Principle for Regime-Switching Diffusions and Applications." Journal of Optimization Theory and Applications, 209(3), Article 69.
Infinite Horizon Linear-Quadratic Leader-Follower Stochastic Differential Games for Regime Switching Diffusions
Kai Ding, Siyu Lv, Jie Xiong, & Xin Zhang (2025). "Infinite Horizon Linear-Quadratic Leader-Follower Stochastic Differential Games for Regime Switching Diffusions." Applied Mathematics & Optimization, 92(2), Article 25.
Infinite horizon discounted LQ optimal control problems for mean-field switching diffusions
Kai Ding, Xun Li, Siyu Lv, & Zuo Quan Xu (2025). "Infinite horizon discounted LQ optimal control problems for mean-field switching diffusions." Systems & Control Letters, 204, Article 106212.
Stochastic Maximum Principle for the Hawkes Jump-Diffusion Model and Its Applications
Kai Ding, Xun Li, Fan Wu, & Xin Zhang (2025). "Stochastic Maximum Principle for the Hawkes Jump-Diffusion Model and Its Applications." Manuscript.
Linear Quadratic Mean-Field Stackelberg Differential Games with Regime Switching in Infinite Horizon
Kai Ding, Siyu Lv, Shuyuan Wan, & Xin Zhang (2025). "Linear Quadratic Mean-Field Stackelberg Differential Games with Regime Switching in Infinite Horizon." Manuscript.
Pricing Inflation-Indexed Swaps and Swaptions with Markov Regime-Switching Jump-Diffusion Models
Kai Ding, Yang Shen, Jie Xiong, & Xin Zhang (2025). "Pricing Inflation-Indexed Swaps and Swaptions with Markov Regime-Switching Jump-Diffusion Models." SSRN, abstract 5235810. Under review.
Optimal Claim-Dependent Proportional Reinsurance Under a Self-Exciting Claim Model
Fan Wu, Yang Shen, Xin Zhang, & Kai Ding (2024). "Optimal Claim-Dependent Proportional Reinsurance Under a Self-Exciting Claim Model." Journal of Optimization Theory and Applications, 201(3), 1229-1255.
Talks
Conference Proceeding talk 3 on Relevant Topic in Your Field
Conference proceedings talk at Testing Institute of America 2014 Annual Conference, Los Angeles, CA, USA
Talk 2 on Relevant Topic in Your Field
Talk at London School of Testing, London, UK
Tutorial 1 on Relevant Topic in Your Field
Tutorial at UC-Berkeley Institute for Testing Science, Berkeley, CA, USA
Talk 1 on Relevant Topic in Your Field
Talk at UC San Francisco, Department of Testing, San Francisco, CA, USA
Teaching
Service and leadership
- Currently signed in to 43 different slack teams