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282 results on '"Sun, Haodong"'

6. What Motivates You to Use VR Exergames to Substitute for Real Sports?—An Empirical Study Based on Technology Readiness and Technology Acceptance Model

Author

Sun, Haodong, Ke, Qing, Goos, Gerhard, Founding Editor, Hartmanis, Juris, Founding Editor, Bertino, Elisa, Editorial Board Member, Gao, Wen, Editorial Board Member, Steffen, Bernhard, Editorial Board Member, Yung, Moti, Editorial Board Member, Sserwanga, Isaac, editor, Joho, Hideo, editor, Ma, Jie, editor, Hansen, Preben, editor, Wu, Dan, editor, Koizumi, Masanori, editor, and Gilliland, Anne J., editor

Published
2024
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19. Approximating the Optimal Transport Plan via Particle-Evolving Method

Author

Liu, Shu, Sun, Haodong, and Zha, Hongyuan

Subjects
Mathematics - Optimization and Control
Abstract

Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately, computing the Wasserstein distance between two continuous probability measures always suffers from heavy computational intractability. In this paper, we propose an innovative algorithm that iteratively evolves a particle system to match the optimal transport plan for two given continuous probability measures. The derivation of the algorithm is based on the construction of the gradient flow of an Entropy Transport Problem which could be naturally understood as a classical Wasserstein optimal transport problem with relaxed marginal constraints. The algorithm comes with theoretical analysis and empirical evidence.

Published
2021

20. Risk-sensitive Dynkin games with heterogeneous Poisson random intervention times

Author

Liang, Gechun and Sun, Haodong

Subjects
Mathematics - Optimization and Control, Mathematics - Probability, 91A15, 91A55, 60H30
Abstract

The paper solves constrained Dynkin games with risk-sensitive criteria, where two players are allowed to stop at two independent Poisson random intervention times, via the theory of backward stochastic differential equations. This generalizes the previous work of [Liang and Sun, Dynkin games with Poisson random intervention times, SIAM Journal on Control and Optimization, 2019] from the risk-neutral criteria and common signal times for both players to the risk-sensitive criteria and two heterogenous signal times. Furthermore, the paper establishes a connection of such constrained risk-sensitive Dynkin games with a class of stochastic differential games via Krylov's randomized stopping technique., Comment: 22 pages, 1 figure

Published
2020

21. Learning Cost Functions for Optimal Transport

Author

Ma, Shaojun, Sun, Haodong, Ye, Xiaojing, Zha, Hongyuan, and Zhou, Haomin

Subjects
Computer Science - Machine Learning, Statistics - Machine Learning
Abstract

Inverse optimal transport (OT) refers to the problem of learning the cost function for OT from observed transport plan or its samples. In this paper, we derive an unconstrained convex optimization formulation of the inverse OT problem, which can be further augmented by any customizable regularization. We provide a comprehensive characterization of the properties of inverse OT, including uniqueness of solutions. We also develop two numerical algorithms, one is a fast matrix scaling method based on the Sinkhorn-Knopp algorithm for discrete OT, and the other one is a learning based algorithm that parameterizes the cost function as a deep neural network for continuous OT. The novel framework proposed in the work avoids repeatedly solving a forward OT in each iteration which has been a thorny computational bottleneck for the bi-level optimization in existing inverse OT approaches. Numerical results demonstrate promising efficiency and accuracy advantages of the proposed algorithms over existing state-of-the-art methods.

Published
2020

24. Constrained optimal stopping games

Author

Sun, Haodong

Subjects
QA Mathematics
Abstract

In this thesis, we consider four optimal stopping problems with stopping constraints. Chapter 2 introduces a new class of Dynkin games, where the two players are allowed to make their stopping decisions at a sequence of exogenous Poisson arrival times. The value function and the associated optimal stopping strategy are characterized by the solution of a backward stochastic differential equation. Furthermore, the chapter applies the model to study the optimal conversion and calling strategies of convertible bonds, and their asymptotics when the Poisson intensity goes to infinity. Chapter 3 generalizes the work in Chapter 2 from the risk-neutral criteria and common signal times for both players to the risk-sensitive criteria and two heterogeneous signal times. Chapter 4 considers a two-player zero-sum optimal switching games with stopping constraints. We prove the chain of inequalities involving the four values of the game, and the values of both the static and dynamic games exist in the case when the running and terminal rewards are separated. Chapter 5 studies a mixed stochastic control and constrained optimal stopping problem which models rollover debt decisions in an incomplete market. In addition to the rollover decisions, the creditor can also choose a control strategy to trade in risky assets correlated with the fundamental assets. In the case of exponential utility, we prove the complete characterization and obtain the exponential indifference bond price and its associated optimal mixed strategy.

Published
2021

35. Dynkin games with Poisson random intervention times

Author

Liang, Gechun and Sun, Haodong

Subjects
Mathematics - Optimization and Control, Quantitative Finance - Mathematical Finance, 91G40, 91G80, 60H30
Abstract

This paper introduces a new class of Dynkin games, where the two players are allowed to make their stopping decisions at a sequence of exogenous Poisson arrival times. The value function and the associated optimal stopping strategy are characterized by the solution of a backward stochastic differential equation. The paper further applies the model to study the optimal conversion and calling strategies of convertible bonds, and their asymptotics when the Poisson intensity goes to infinity.

Published
2018

44. Research on Dynamic Mechanical Behavior of Reinforcing Steel Under Ultrahigh Strain Rate.

Author

Sun, Haodong, Si, Chaorun, and Wang, Junbiao

Subjects
*DYNAMIC testing, *STEEL, *PREDICTION models, *STRAIN rate, *IMPACT loads
Abstract

The strain rate effect significantly influences the dynamic mechanical behavior of reinforcing steel under impact loads. To investigate the effect of strain rate on the dynamic mechanical behavior of reinforcing steel, this study conducts dynamic compression tests on four types of reinforcing steel using a Split Hopkinson pressure bar. The results show that there is a significant strain rate effect on the reinforcing steel when the strain rate reaches 103–104 s−1. The experimental results are analyzed using the Johnson–Cook model (J–C model), and the original model is modified based on the error between the model predictions and the experimental results. The results indicate that the modified J–C model, which includes an enhanced strain rate effect term, better predicts the dynamic mechanical behavior of reinforcing steel at ultrahigh strain rates. [ABSTRACT FROM AUTHOR]

Published
2024
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45. Seismic Response of Foundation Settlement for Liquid Storage Structure in Collapsible Loess Areas.

Author

Huang, Wenji, Cao, Xianhui, Xie, Hongyi, Sun, Haodong, and Cheng, Xuansheng

Subjects
SLOSHING (Hydrodynamics), STRAINS & stresses (Mechanics), SETTLEMENT of structures, SEISMIC waves, FINITE element method
Abstract

To investigate the impact of foundation settlement in loess areas on the dynamic response of liquid storage structure (LSS) under seismic motion, a finite element analysis model of the liquid–solid coupling of LSS was established using ADINA V9.6 software. By analyzing the dynamic response patterns of LSS under seismic motion with foundation failure, this study examines the effects of foundation failure and the direction of seismic wave incidence on the equivalent stress, maximum shear stress, wall displacement, and liquid sloshing wave height of the structure. The results indicate that among the three foundation failure scenarios, foundation failure at the center of the tank bottom has the least impact on the structural dynamic response. In contrast, foundation failure affecting one-fourth of the tank base has the greatest impact. Furthermore, compared to seismic motion along the X-axis, the dynamic response of the structure is more significantly affected when seismic motion co-occurs along the X-Z-axis. [ABSTRACT FROM AUTHOR]

Published
2024
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46. A Particle-Evolving Method for Approximating the Optimal Transport Plan

Author

Liu, Shu, Sun, Haodong, Zha, Hongyuan, Goos, Gerhard, Founding Editor, Hartmanis, Juris, Founding Editor, Bertino, Elisa, Editorial Board Member, Gao, Wen, Editorial Board Member, Steffen, Bernhard, Editorial Board Member, Woeginger, Gerhard, Editorial Board Member, Yung, Moti, Editorial Board Member, Nielsen, Frank, editor, and Barbaresco, Frédéric, editor

Published
2021
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