Sitemap
A list of all the posts and pages found on the site. For you robots out there, there is an XML version available for digesting as well.
Pages
Posts
Future Blog Post
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Blog Post number 4
Published:
This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
Blog Post number 3
Published:
This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
Blog Post number 2
Published:
This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
Blog Post number 1
Published:
This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
portfolio
Portfolio item number 1
Short description of portfolio item number 1
Portfolio item number 2
Short description of portfolio item number 2
publications
Optimal Claim-Dependent Proportional Reinsurance Under a Self-Exciting Claim Model
Published in Journal of Optimization Theory and Applications, 2024
Recommended citation: 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.
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Pricing Inflation-Indexed Swaps and Swaptions with Markov Regime-Switching Jump-Diffusion Models
Published in SSRN, 2025
Recommended citation: 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.
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Linear Quadratic Mean-Field Stackelberg Differential Games with Regime Switching in Infinite Horizon
Published in Manuscript, 2025
Recommended citation: Kai Ding, Siyu Lv, Shuyuan Wan, & Xin Zhang (2025). "Linear Quadratic Mean-Field Stackelberg Differential Games with Regime Switching in Infinite Horizon." Manuscript.
Stochastic Maximum Principle for the Hawkes Jump-Diffusion Model and Its Applications
Published in Manuscript, 2025
Recommended citation: Kai Ding, Xun Li, Fan Wu, & Xin Zhang (2025). "Stochastic Maximum Principle for the Hawkes Jump-Diffusion Model and Its Applications." Manuscript.
Infinite horizon discounted LQ optimal control problems for mean-field switching diffusions
Published in Systems & Control Letters, 2025
Recommended citation: 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.
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Infinite Horizon Linear-Quadratic Leader-Follower Stochastic Differential Games for Regime Switching Diffusions
Published in Applied Mathematics & Optimization, 2025
Recommended citation: 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.
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An Infinite Horizon Sufficient Stochastic Maximum Principle for Regime-Switching Diffusions and Applications
Published in Journal of Optimization Theory and Applications, 2026
Recommended citation: 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.
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Indefinite Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Poisson Jumps: Closed-Loop Representation of Open-Loop Optimal Controls
Published in arXiv, 2026
Recommended citation: 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.
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Closed-Loop Solvability of Infinite-Horizon Stochastic Linear-Quadratic Problems for Markov Regime-Switching Jump-Diffusion Systems
Published in arXiv, 2026
Recommended citation: 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.
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Robust Bi-Objective Linear Quadratic Control with Regime Switching in Infinite Horizon
Published in Manuscript, 2026
Recommended citation: Kai Ding, Siyu Lv, Zhen Wu, & Jie Xiong (2026). "Robust Bi-Objective Linear Quadratic Control with Regime Switching in Infinite Horizon." Manuscript.
talks
Talk 1 on Relevant Topic in Your Field
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This is a description of your talk, which is a markdown file that can be all markdown-ified like any other post. Yay markdown!
Conference Proceeding talk 3 on Relevant Topic in Your Field
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This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.
teaching
Teaching experience 1
Undergraduate course, University 1, Department, 2014
This is a description of a teaching experience. You can use markdown like any other post.
Teaching experience 2
Workshop, University 1, Department, 2015
This is a description of a teaching experience. You can use markdown like any other post.