Search Results for author: Dongchen Li

Found 7 papers, 1 papers with code

Optimal Insurance to Maximize Exponential Utility when Premium is Computed by a Convex Functional

1 code implementation16 Jan 2024 Jingyi Cao, Dongchen Li, Virginia R. Young, Bin Zou

We find the optimal indemnity to maximize the expected utility of terminal wealth of a buyer of insurance whose preferences are modeled by an exponential utility.

The Search-and-Mix Paradigm in Approximate Nash Equilibrium Algorithms

no code implementations12 Oct 2023 Xiaotie Deng, Dongchen Li, Hanyu Li

For the first time, this work provides an automatic method for approximation analysis on a well-studied problem in theoretical computer science: computing approximate Nash equilibria in two-player games.

Math

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