| Publication | Date of Publication | Type |
|---|
| Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems | 2024-02-20 | Paper |
| Spike Variations for Stochastic Volterra Integral Equations | 2024-01-02 | Paper |
| Present-biased lobbyists in linear-quadratic stochastic differential games | 2023-10-12 | Paper |
| Causal state feedback representation for linear quadratic optimal control problems of singular Volterra integral equations | 2023-09-19 | Paper |
| Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations | 2023-08-23 | Paper |
| Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations with a Type of Random Coefficients | 2023-08-01 | Paper |
| Forward-backward stochastic differential equations: initiation, development and beyond | 2023-07-26 | Paper |
| A Sample-Wise Data Driven Control Solver for the Stochastic Optimal Control Problem with Unknown Model Parameters | 2023-07-06 | Paper |
| A stochastic maximum principle approach for reinforcement learning with parameterized environment | 2023-06-16 | Paper |
| Optimal control of a parabolic equation with memory | 2023-05-08 | Paper |
| Erratum to: ``Turnpike properties for stochastic linear-quadratic optimal control problems | 2023-03-10 | Paper |
| Turnpike properties for stochastic linear-quadratic optimal control problems | 2022-12-08 | Paper |
| Backward stochastic differential equations and backward stochastic Volterra integral equations with anticipating generators | 2022-11-16 | Paper |
| Stochastic optimal control -- a concise introduction | 2022-11-14 | Paper |
| Multi-Dimensional Super-Linear Backward Stochastic Volterra Integral Equations | 2022-11-08 | Paper |
| Optimal Controls for Forward-Backward Stochastic Differential Equations: Time-Inconsistency and Time-Consistent Solutions | 2022-09-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5098312 | 2022-09-01 | Paper |
| Representation of adapted solutions to backward stochastic Volterra integral equations | 2022-03-21 | Paper |
| Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls | 2021-11-04 | Paper |
| Mean-field linear-quadratic stochastic differential games in an infinite horizon | 2021-09-23 | Paper |
| Optimization of the principal eigenvalue for elliptic operators | 2021-08-23 | Paper |
| Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations | 2021-08-11 | Paper |
| Time-inconsistent stochastic optimal control problems and backward stochastic volterra integral equations | 2021-07-07 | Paper |
| Data informed solution estimation for forward-backward stochastic differential equations | 2021-06-23 | Paper |
| $L^p$-theory of forward-backward stochastic differential equations | 2021-05-20 | Paper |
| A Stochastic Gradient Descent Approach for Stochastic Optimal Control | 2021-04-27 | Paper |
| Infinite Horizon Linear Quadratic Overtaking Optimal Control Problems | 2021-04-16 | Paper |
| Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty | 2021-03-11 | Paper |
| Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights | 2021-02-26 | Paper |
| A Finite Horizon Optimal Stochastic Impulse Control Problem with A Decision Lag | 2021-01-28 | Paper |
| Remarks on Viscosity Super-Solutions of Quasi-Variational Inequalities | 2020-10-23 | Paper |
| Mathematical Analysis | 2020-10-05 | Paper |
| Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems | 2020-06-23 | Paper |
| Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions | 2020-04-29 | Paper |
| Equilibrium strategies for time-inconsistent stochastic switching systems | 2020-04-29 | Paper |
| Controlled stochastic partial differential equations for rabbits on a grassland | 2020-04-15 | Paper |
| Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability | 2020-02-17 | Paper |
| Controlled Singular Volterra Integral Equations and Pontryagin Maximum Principle | 2020-01-10 | Paper |
| Backward stochastic Volterra integral equations -- representation of adapted solutions | 2019-12-17 | Paper |
| Time-inconsistent optimal control problems and related issues | 2019-11-20 | Paper |
| Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions | 2019-07-03 | Paper |
| Weak closed-loop solvability of stochastic linear-quadratic optimal control problems | 2019-03-28 | Paper |
| Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria | 2019-01-25 | Paper |
| Second-order necessary conditions for optimal control of semilinear elliptic equations with leading term containing controls | 2019-01-24 | Paper |
| Stochastic linear quadratic optimal control problems in infinite horizon | 2018-09-05 | Paper |
| Optimization Theory | 2018-05-23 | Paper |
| Erratum to: ``Representation of Itô integrals by Lebesgue/Bochner integrals | 2018-01-19 | Paper |
| Time-Inconsistent Recursive Stochastic Optimal Control Problems | 2018-01-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4589036 | 2017-11-06 | Paper |
| Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions | 2017-05-23 | Paper |
| Exact controllability of linear stochastic differential equations and related problems | 2017-04-26 | Paper |
| Deterministic time-inconsistent optimal control problems -- an essentially cooperative approach | 2017-02-14 | Paper |
| Forward-backward evolution equations and applications | 2016-11-07 | Paper |
| Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems | 2016-09-14 | Paper |
| Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon | 2016-08-03 | Paper |
| Optimal Controls for Stochastic Partial Differential Equations with an Application in Population Modeling | 2016-03-23 | Paper |
| A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon | 2015-11-02 | Paper |
| Regularity analysis for an abstract system of coupled hyperbolic and parabolic equations | 2015-08-18 | Paper |
| A biographical note and tribute to Xunjing Li on his 80th birthday | 2015-07-30 | Paper |
| Optimal control problems of forward-backward stochastic Volterra integral equations | 2015-07-30 | Paper |
| Linear Quadratic Stochastic Differential Games: Open-Loop and Closed-Loop Saddle Points | 2015-03-27 | Paper |
| Comparison theorems for some backward stochastic Volterra integral equations | 2015-03-24 | Paper |
| Differential Games | 2015-02-12 | Paper |
| A mixed linear quadratic optimal control problem with a controlled time horizon | 2014-09-10 | Paper |
| A deterministic affine-quadratic optimal control problem | 2014-08-04 | Paper |
| Backward stochastic Volterra integral equations -- a brief survey | 2014-06-30 | Paper |
| Optimal control applied to native–invasive population dynamics | 2014-04-07 | Paper |
| Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations | 2013-11-15 | Paper |
| Mean-field backward stochastic Volterra integral equations | 2013-11-12 | Paper |
| Hamilton–Jacobi equations and two-person zero-sum differential games with unbounded controls | 2013-05-16 | Paper |
| Representation of Itô integrals by Lebesgue/Bochner integrals | 2012-11-29 | Paper |
| Time-inconsistent optimal control problems and the equilibrium HJB equation | 2012-11-13 | Paper |
| A deterministic linear quadratic time-inconsistent optimal control problem | 2011-07-11 | Paper |
| Heat equation with memory in anisotropic and non-homogeneous media | 2011-04-08 | Paper |
| Regularity of Backward Stochastic Volterra Integral Equations in Hilbert Spaces | 2011-03-08 | Paper |
| Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions | 2010-12-03 | Paper |
| Four step scheme for general Markovian forward-backward SDEs | 2010-11-03 | Paper |
| Optimality Conditions for Semilinear Elliptic Equations with Leading Term Containing Controls | 2010-08-16 | Paper |
| Some Problems Related to the Black-Scholes Type Security Markets | 2010-08-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3574219 | 2010-07-09 | Paper |
| Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients | 2010-04-28 | Paper |
| Forward-backward stochastic differential equations with mixed initial-terminal conditions | 2010-03-08 | Paper |
| Controllability and observability of a heat equation with hyperbolic memory kernel | 2009-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3626652 | 2009-05-22 | Paper |
| Heat equations with memory | 2009-02-04 | Paper |
| Completeness of security markets and backward stochastic differential equations with unbounded coefficients | 2009-02-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5506133 | 2009-01-28 | Paper |
| A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation | 2008-12-12 | Paper |
| Option pricing with an illiquid underlying asset market | 2008-11-25 | Paper |
| Well-posedness and regularity of backward stochastic Volterra integral equations | 2008-10-16 | Paper |
| Exact Controllability for Multidimensional Semilinear Hyperbolic Equations | 2008-09-23 | Paper |
| REPLICATION OF AMERICAN CONTINGENT CLAIMS IN INCOMPLETE MARKETS | 2008-09-03 | Paper |
| A variational formula for stochastic controls and some applications | 2008-08-26 | Paper |
| Continuous-time dynamic risk measures by backward stochastic Volterra integral equations | 2008-05-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5428437 | 2007-11-22 | Paper |
| Stochastic optimal control and forward-backward stochastic differential equations | 2007-09-19 | Paper |
| Two-person zero-sum linear quadratic stochastic differential games by a Hilbert space method | 2007-03-30 | Paper |
| Backward stochastic Volterra integral equations and some related problems | 2006-06-30 | Paper |
| Completeness of security markets and solvability of linear backward stochastic differential equations | 2006-05-16 | Paper |
| Linear forward-backward stochastic differential equations with random coefficients | 2006-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5718871 | 2006-01-16 | Paper |
| OPTIMAL INVESTMENT DECISIONS FOR A PORTFOLIO WITH A ROLLING HORIZON BOND AND A DISCOUNT BOND | 2005-12-15 | Paper |
| Some estimates on exponentials of solutions to stochastic differential equations | 2005-04-26 | Paper |
| Forward-backward stochastic differential equations with nonsmooth coefficients. | 2004-09-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4781777 | 2003-09-09 | Paper |
| OPTIMAL CONTROL OF A BIOREACTOR WITH MODAL SWITCHING | 2003-03-16 | Paper |
| A Leader-Follower Stochastic Linear Quadratic Differential Game | 2003-01-05 | Paper |
| On semi-linear degenerate backward stochastic partial differential equations | 2002-12-01 | Paper |
| Approximate solvability of forward-backward stochastic differential equations | 2002-10-31 | Paper |
| Optimal control for quasilinear retarded parabolic systems | 2002-10-31 | Paper |
| Forward-backward stochastic differential equation: A useful tool for mathematical finance and other related fields | 2002-10-21 | Paper |
| A weak convergence approach to hybrid LQG problems with infinite control weights | 2002-08-08 | Paper |
| Modeling and analysis of a laminated beam. | 2002-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2712237 | 2002-03-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4793189 | 2002-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2708715 | 2001-12-05 | Paper |
| European-Type Contingent Claims in an Incomplete Market with Constrained Wealth and Portfolio | 2001-11-26 | Paper |
| Stochastic linear quadratic optimal control problems | 2001-09-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4496140 | 2001-06-28 | Paper |
| Identification of boundary shape and reflectivity in a wave equation by optimal control techniques | 2001-06-14 | Paper |
| Stochastic linear quadratic optimal control problems with random coefficients | 2001-03-12 | Paper |
| Dynamic programming for multidimensional stochastic control problems | 2000-12-19 | Paper |
| Qualitative properties of certain \(C_0\) semigroups arising in elastic systems with various dampings | 2000-09-04 | Paper |
| Bilinear optimal control of the velocity term in a Kirchhoff plate equation | 2000-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4261622 | 1999-09-29 | Paper |
| Rapid exact controllability of the wave equation by controls distributed on a time-variant subdomain | 1999-09-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4255599 | 1999-08-19 | Paper |
| Forward-backward stochastic differential equations and their applications | 1999-08-12 | Paper |
| Optimal control of the obstacle for an elliptic variational inequality | 1999-06-02 | Paper |
| On linear, degenerate backward stochastic partial differential equations | 1999-03-30 | Paper |
| Linear forward-backward stochastic differential equations | 1999-03-28 | Paper |
| Adapted solution of a degenerate backward SPDE, with applications | 1999-01-14 | Paper |
| Optimal control of a reflection boundary coefficient in an acoustic wave equation | 1998-10-25 | Paper |
| How violent are fast controls? II | 1998-10-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4356430 | 1998-06-22 | Paper |
| Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation | 1998-03-16 | Paper |
| Optimality conditions for controls of semilinear evolution systems with mixed constraints | 1998-02-08 | Paper |
| Stochastic Verification Theorems within the Framework of Viscosity Solutions | 1998-02-02 | Paper |
| Optimal control for degenerate parabolic equations with logistic growth | 1996-11-12 | Paper |
| Pontryagin Maximum Principle for Semilinear and Quasilinear Parabolic Equations with Pointwise State Constraints | 1996-07-04 | Paper |
| Solvability of forward-backward SDEs and the nodal set of Hamilton- Jacobi-Bellman equations | 1996-02-20 | Paper |
| Black's consol rate conjecture | 1996-01-15 | Paper |
| Coupled Parabolic and Hyperbolic Equations Modeling Age-Dependent Epidemic Dynamics with Nonlinear Diffusion | 1996-01-07 | Paper |
| Optimal control of quasilinear parabolic equations | 1995-11-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4280520 | 1995-11-20 | Paper |
| A linear quadratic optimal control problem with disturbances -- an algebraic Riccati equation and differential games approach | 1995-07-18 | Paper |
| Maximum principle for state-constrained optimal control problems governed by quasilinear elliptic equations | 1995-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4313048 | 1995-03-30 | Paper |
| Zero-sum differential games involving impulse controls | 1995-03-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4326170 | 1995-03-14 | Paper |
| Effective permeability of the boundary of a domain | 1995-02-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4039049 | 1995-01-15 | Paper |
| Solving forward-backward stochastic differential equations explicitly -- a four step scheme | 1994-08-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5288882 | 1994-07-13 | Paper |
| Necessary conditions for minimax control problems of second order elliptic partial differential equations | 1994-04-28 | Paper |
| Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach | 1994-03-27 | Paper |
| Infinite-Dimensional Volterra–Stieltjes Evolution Equations and Related Optimal Control Problems | 1994-01-09 | Paper |
| Optimal control for nonlinear abstract evolution systems | 1993-12-08 | Paper |
| Existence theory of optimal controls for distributed parameter systems | 1993-05-16 | Paper |
| A global representation of all solutions to a nonlinear equation and its applications | 1993-04-01 | Paper |
| Erratum to: ``Evasion with weak superiority | 1993-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4025226 | 1993-02-18 | Paper |
| Direct adaptive control of a class of MIMO nonlinear systems | 1993-01-17 | Paper |
| Pontryagin maximum principle for semilinear second order elliptic partial differential equations and variational inequalities with state constraints | 1993-01-16 | Paper |
| Determination of a controllable set for a controlled dynamic system | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4008317 | 1992-09-27 | Paper |
| Feedback stabilization and optimal control for the Cahn-Hilliard equation | 1992-09-27 | Paper |
| A differential game with multi-level of hierarchy | 1992-09-27 | Paper |
| Time optimal controls for semilinear distributed parameter systems. Existence theory and necessary conditions | 1992-09-27 | Paper |
| Necessary conditions of optimal impulse controls for distributed parameter systems | 1992-06-27 | Paper |
| Feedback stabilization for the phase field equations | 1992-06-26 | Paper |
| On a quasilinear wave equation with memory | 1992-06-25 | Paper |
| Necessary Conditions for Optimal Control of Distributed Parameter Systems | 1991-01-01 | Paper |
| Unified adaptive control of non-minimum-phase systems Part 2. Target tracking and dynamic compensation | 1990-01-01 | Paper |
| A Zero-Sum Differential Game in a Finite Duration with Switching Strategies | 1990-01-01 | Paper |
| Differential games with switching strategies | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3210449 | 1990-01-01 | Paper |
| Optimal controls for distributed parameter systems with mixed constraints | 1990-01-01 | Paper |
| Unified adaptive control of non-minimum-phase systems Part 1. Weighted control effort and pole placement for stochastic systems | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3485296 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5202918 | 1989-01-01 | Paper |
| Systems governed by ordinary differential equations with continuous, switching and impulse controls | 1989-01-01 | Paper |
| Optimal switching for partial differential equations. I | 1989-01-01 | Paper |
| Optimal switching for partial differential equations. II | 1989-01-01 | Paper |
| On Differential Evasion Games | 1988-01-01 | Paper |
| On Differential Pursuit Games | 1988-01-01 | Paper |
| A control problem for clamped extensible beams | 1988-01-01 | Paper |
| Stabilization of discrete-time linear systems with a time delay in the feedback loop | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3805368 | 1988-01-01 | Paper |
| Stabilization of linear systems by time-delay feedback controls. II | 1988-01-01 | Paper |
| Optimal Periodic Control for the Two-Phase Stefan Problem | 1988-01-01 | Paper |
| A sufficient condition for the evadability of differential evasion games | 1988-01-01 | Paper |
| Feedback stabilization of nonlinear uncertain dynamic systems | 1988-01-01 | Paper |
| On the evadable sets of differential evasion games | 1988-01-01 | Paper |
| Stabilization of nonlinear large-scale uncertain dynamical systems | 1988-01-01 | Paper |
| Evasion with weak superiority | 1988-01-01 | Paper |
| Stabilization of linear systems by time-delay feedback controls | 1987-01-01 | Paper |
| Optimal switching for systems governed by nonlinear evolution equations | 1987-01-01 | Paper |
| On the Isaacs equation of differential games of fixed duration | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3223082 | 1984-01-01 | Paper |
