The following pages link to Mao-ning Tang (Q1868804):
Displayed 30 items.
- (Q424324) (redirect page) (← links)
- Optimal variational principle for backward stochastic control systems associated with Lévy processes (Q424326) (← links)
- Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes (Q848401) (← links)
- Poisson limit theorem for countable Markov chains in Markovian environments. (Q1418282) (← links)
- A variational formula for nonzero-sum stochastic differential games of FBSDEs and applications (Q1718035) (← links)
- Stochastic maximum principle of near-optimal control of fully coupled forward-backward stochastic differential equation (Q1723930) (← links)
- A Poisson limit theorem for a strongly ergodic non-homogeneous Markov chain (Q1868807) (← links)
- Ruin probabilities under a Markovian risk model (Q1879149) (← links)
- Forward and backward mean-field stochastic partial differential equation and optimal control (Q2002171) (← links)
- Partial information stochastic differential games for backward stochastic systems driven by Lévy processes (Q2004147) (← links)
- Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process (Q2084918) (← links)
- A variational formula for controlled backward stochastic partial differential equations and some applications (Q2350396) (← links)
- On the pricing of American contingent claims under transaction costs and multiple risky assets (Q2482527) (← links)
- (Q3025037) (← links)
- Equilibrium analysis for anycast in WDM networks (Q3367419) (← links)
- (Q5063660) (← links)
- A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information (Q5097299) (← links)
- Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps (Q5194896) (← links)
- Linear-Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations with Jumps (Q5209040) (← links)
- (Q5469817) (← links)
- (Q5499397) (← links)
- Non-zero Sum Stochastic Differential Games of Fully Coupled Forward-Backward Stochastic Systems (Q6221185) (← links)
- Stochastic Evolution Equations of Jump Type with Random Coefficients: Existence, Uniqueness and Optimal Control (Q6278686) (← links)
- Maximum Principle for Partial Observed Zero-Sum Stochastic Differential Game of Mean-Field SDEs (Q6279720) (← links)
- Optimal Control with State Constraints for Stochastic Evolution Equation with Jumps in Hilbert Space (Q6289455) (← links)
- Stochastic Evolution Equation Driven by Teugels Martingale and Its Optimal Control (Q6289503) (← links)
- Partial Information Near-Optimal Control of Forward-Backward Stochastic Differential System with Observation Noise (Q6289957) (← links)
- A Revisit to Optimal Control of Forward-Backward Stochastic Differential System with Observation Noise (Q6289958) (← links)
- Maximum Principle of Forward-Backward Stochastic Differential System of Mean-Field Type with Observation Noise (Q6290249) (← links)
- A Class of Forward-Backward Stochastic Differential Equations Driven by L\'{e}vy Processes and Application to LQ Problems (Q6455912) (← links)