| Publication | Date of Publication | Type |
|---|
| A general maximum principle for optimal control of stochastic differential delay systems | 2025-01-14 | Paper |
| Stackelberg stochastic differential games in feedback information pattern with applications | 2025-01-06 | Paper |
| Linear quadratic leader-follower stochastic differential games: closed-loop solvability | 2024-08-29 | Paper |
| Closed-loop solvability of linear quadratic mean-field type Stackelberg stochastic differential games | 2024-08-20 | Paper |
| Mixed leadership stochastic differential game in feedback information pattern with applications | 2024-02-13 | Paper |
| The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon | 2023-09-05 | Paper |
| The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps | 2023-06-01 | Paper |
| A Risk-Sensitive Global Maximum Principle for Controlled Fully Coupled FBSDEs with Applications | 2023-04-08 | Paper |
| Closed-Loop Solvability of Linear Quadratic Mean-Field Type Stackelberg Stochastic Differential Games | 2023-03-13 | Paper |
| A general maximum principle for optimal control of stochastic differential delay systems | 2023-02-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5047847 | 2022-11-17 | Paper |
| A Three-level Stochastic Linear-quadratic Stackelberg Differential Game with Asymmetric Information | 2022-10-21 | Paper |
| Stackelberg stochastic differential game with asymmetric noisy observations | 2022-10-06 | Paper |
| A linear quadratic stochastic Stackelberg differential game with time delay | 2022-09-23 | Paper |
| Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information | 2022-09-14 | Paper |
| Closed-Loop Solvability of Stochastic Linear-Quadratic Optimal Control Problems with Poisson Jumps | 2022-08-29 | Paper |
| Relationship between maximum principle and dynamic programming for forward-backward stochastic differential game with Poisson jumps | 2022-03-21 | Paper |
| A linear-quadratic partially observed Stackelberg stochastic differential game with application | 2022-03-03 | Paper |
| A Stackelberg game of backward stochastic differential equations with partial information | 2022-01-24 | Paper |
| Maximum principle of recursive optimal control problem for forward-backward stochastic delayed system with Poisson jumps | 2021-12-17 | Paper |
| A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information | 2021-12-14 | Paper |
| A global maximum principle for stochastic optimal control problems with delay and applications | 2021-11-10 | Paper |
| Linear quadratic optimal control problems of delayed backward stochastic differential equations | 2021-11-02 | Paper |
| ϵ-Nash mean-field games for linear-quadratic systems with random jumps and applications | 2021-10-20 | Paper |
| Mean-field linear-quadratic stochastic differential games in an infinite horizon | 2021-09-23 | Paper |
| Stochastic recursive optimal control problem with mixed delay under viscosity solution's framework | 2021-07-22 | Paper |
| Linear Quadratic Leader-follower Stochastic Differential Games: Closed-Loop Solvability | 2021-07-12 | Paper |
| Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information | 2021-03-17 | Paper |
| A Stackelberg game of backward stochastic differential equations with applications | 2021-01-26 | Paper |
| Linear Quadratic Stackelberg Stochastic Differential Games: Closed-Loop Solvability | 2020-12-28 | Paper |
| A Linear Quadratic Partially Observed Stackelberg Stochastic Differential Game with Applications | 2020-10-26 | Paper |
| A Linear-Quadratic Stackelberg Differential Game with Mixed Deterministic and Stochastic Controls | 2020-04-01 | Paper |
| A Global Maximum Principle for the Stochastic Optimal Control Problem with Delay | 2019-11-06 | Paper |
| An Optimal Investment Problem under Correlated Noises: Risk-Sensitive Stochastic Control Approach | 2019-02-24 | Paper |
| Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case | 2017-11-02 | Paper |
| A Nonzero Sum Differential Game of BSDE With Time-Delayed Generator and Applications | 2017-05-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3180923 | 2017-01-06 | Paper |
| Stochastic recursive optimal control problem with time delay and applications | 2016-03-09 | Paper |
| Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in Local Case | 2016-03-07 | Paper |
| Leader-follower stochastic differential game with asymmetric information and applications | 2015-12-23 | Paper |
| Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure | 2015-07-29 | Paper |
| Optimal control for stochastic differential delay equations with Poisson jumps and applications | 2015-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5499227 | 2015-02-11 | Paper |
| Global maximum principle for the forward-backward stochastic optimal control problem with poisson jumps | 2015-01-13 | Paper |
| Relationship between maximum principle and dynamic programming for stochastic recursive optimal control problems and applications | 2014-10-13 | Paper |
| Relationship between maximum principle and dynamic programming for stochastic differential games of jump diffusions | 2014-07-28 | Paper |
| Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions | 2014-04-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2865642 | 2013-12-02 | Paper |
| Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations | 2013-03-13 | Paper |
| Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance | 2012-12-13 | Paper |
| Forward-backward linear quadratic stochastic optimal control problem with delay | 2012-09-14 | Paper |
| Necessary conditions for optimal control of forward-backward stochastic systems with random jumps | 2012-05-08 | Paper |
| A risk-sensitive stochastic maximum principle for optimal control of jump diffusions and its applications | 2012-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3109325 | 2012-01-27 | Paper |
| Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions | 2011-05-11 | Paper |
| Maximum principle for forward-backward stochastic control system with random jumps and applications to finance | 2010-10-29 | Paper |
| Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems | 2010-07-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5452980 | 2008-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4675735 | 2005-05-06 | Paper |
| An overlapping information linear-quadratic Stackelberg stochastic differential game with two leaders and two followers | N/A | Paper |
| Direct approach of linear-quadratic Stackelberg mean field games of backward-forward stochastic systems | N/A | Paper |
| Relationship between General MP and DPP for the Stochastic Recursive Optimal Control Problem With Jumps: Viscosity Solution Framework | N/A | Paper |
| Direct Approach of Indefinite Linear-Quadratic Mean Field Games | N/A | Paper |
| Linear-Quadratic Mean Field Stackelberg Stochastic Differential Game with Partial Information and Common Noise | N/A | Paper |
