Yixuan Tian | Searcharxiv

arXiv2025

Optimal investment problem in a renewal risk model with generalized Erlang distributed interarrival times

This paper explores the optimal investment problem of a renewal risk model with generalized Erlang distributed interarrival times. The phases of the Erlang interarrival time is assumed to be observable. The price of the risky asset is driven by the constant elasticity of variance model (CEV) and the insurer aims to maximize the exponential utility of the terminal wealth by asset allocation. By solving the corresponding Hamilton-Jacobi-Bellman (HJB) equation, we establish the concavity of the value function and derive an explicit expression for the optimal investment policy when the interest rate is zero. When the interest rate is nonzero, we obtain an explicit form of the optimal investment strategy, along with a semi-explicit expression of the value function, whose concavity is also rigorously proven.

math.OC↗

arXiv2024

Multi-Modal Environmental Sensing Based Path Loss Prediction for V2I Communications

The stability and reliability of wireless data transmission in vehicular networks face significant challenges due to the high dynamics of path loss caused by the complexity of rapidly changing environments. This paper proposes a multi-modal environmental sensing-based path loss prediction architecture (MES-PLA) for V2I communications. First, we establish a multi-modal environment data and channel joint acquisition platform to generate a spatio-temporally synchronized and aligned dataset of environmental and channel data. Then we designed a multi-modal feature extraction and fusion network (MFEF-Net) for multi-modal environmental sensing data. MFEF-Net extracts features from RGB images, point cloud data, and GPS information, and integrates them with an attention mechanism to effectively leverage the strengths of each modality. The simulation results demonstrate that the Root Mean Square Error (RMSE) of MES-PLA is 2.20 dB, indicating a notable improvement in prediction accuracy compared to single-modal sensing data input. Moreover, MES-PLA exhibits enhanced stability under varying illumination conditions compared to single-modal methods.

eess.SP↗