Author

Anran Hu

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Preprint Sep 2026

Decentralized Decision-Making among Heterogeneous Autonomous Vehicles: An $\alpha$-Potential Game Framework

We study noncooperative multi-vehicle games among heterogeneous autonomous vehicles, where each vehicle adopts a decentralized closed-loop policy based on its own state, and optimizes an objective that depends on other vehicles through potentially asymmetric interaction weights. We develop an $\alpha$-potential game fr...

An-Ran Hu, Zhe-Xin Wang, Yu-Fei Zhang et al. · 0 citations

Preprint Aug 2026

Dynamic Portfolio Optimization under CVaR Constraints

This work exploits the auxiliary-threshold representation of CVaR to establish the existence of an optimal strategy and strong duality without requiring market completeness, and proves that the resulting strategies converge to the optimal control as the number of iterations tends to infinity.

An-Ran Hu, Silvana M. Pesenti, Xiaofei Shi · 0 citations