| Publication | Date of Publication | Type |
|---|
| Nonstationary online convex optimization with multiple predictions | 2024-02-12 | Paper |
| Stackelberg game approach to mixed stochastic \(H_2 /H_{\infty}\) control for mean-field jump-diffusions systems | 2024-01-04 | Paper |
| Position control with zero residual vibration for two degrees-of-freedom flexible systems based on motion trajectory optimization | 2023-12-11 | Paper |
| Tracking control of single‐link flexible‐joint manipulator with unmodeled dynamics and dead zone | 2023-10-31 | Paper |
| A Class of Forward-Backward Stochastic Differential Equations Driven by L\'{e}vy Processes and Application to LQ Problems | 2023-10-19 | Paper |
| Stochastic \(H_2/H_{\infty}\) control for mean-field stochastic differential systems with \((x, u, v)\)-dependent noise | 2023-07-07 | Paper |
| \( L^p\) estimations of fully coupled FBSDEs | 2023-06-20 | Paper |
| Fine-Grained Job Salary Benchmarking with a Nonparametric Dirichlet Process–Based Latent Factor Model | 2022-12-01 | Paper |
| Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps | 2022-11-11 | Paper |
| Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process | 2022-10-13 | Paper |
| A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information | 2022-08-23 | Paper |
| A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization | 2022-07-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5063660 | 2022-03-21 | Paper |
| A general control strategy for planar 3-DoF underactuated manipulators with one passive joint | 2021-05-03 | Paper |
| \(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching | 2021-04-08 | Paper |
| A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps | 2021-03-17 | Paper |
| The Relationship between Maximum Principle and Dynamic Programming Principle for Stochastic Recursive Control Problem with Random Coefficients | 2020-12-08 | Paper |
| Partial information stochastic differential games for backward stochastic systems driven by Lévy processes | 2020-10-14 | Paper |
| Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients | 2020-01-31 | Paper |
| Linear-Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations with Jumps | 2020-01-22 | Paper |
| A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems | 2019-11-14 | Paper |
| Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps | 2019-09-17 | Paper |
| Second-order necessary conditions for optimal control with recursive utilities | 2019-08-13 | Paper |
| Forward and backward mean-field stochastic partial differential equation and optimal control | 2019-07-11 | Paper |
| On the existence of optimal controls for backward stochastic partial differential equations | 2018-06-14 | Paper |
| Optimal Control of Forward-Backward Stochastic Differential System of Jump Diffusion with Observation Noise: Stochastic Maximum Principle | 2017-08-24 | Paper |
| Maximum Principle of Forward-Backward Stochastic Differential System of Mean-Field Type with Observation Noise | 2017-08-16 | Paper |
| Partial Information Near-Optimal Control of Forward-Backward Stochastic Differential System with Observation Noise | 2017-08-09 | Paper |
| A Revisit to Optimal Control of Forward-Backward Stochastic Differential System with Observation Noise | 2017-08-07 | Paper |
| Optimal Control with State Constraints for Stochastic Evolution Equation with Jumps in Hilbert Space | 2017-07-26 | Paper |
| Stochastic Evolution Equation Driven by Teugels Martingale and Its Optimal Control | 2017-07-26 | Paper |
| Global maximum principle for mean-field forward-backward stochastic systems with delay and application to finance | 2017-05-23 | Paper |
| Maximum Principle for Partial Observed Zero-Sum Stochastic Differential Game of Mean-Field SDEs | 2016-11-14 | Paper |
| Stochastic Evolution Equations of Jump Type with Random Coefficients: Existence, Uniqueness and Optimal Control | 2016-10-16 | Paper |
| Partially Observed Optimal Control for Mean-Field SDEs | 2016-10-08 | Paper |
| Optimal control for stochastic delay evolution equations | 2016-09-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2990384 | 2016-08-10 | Paper |
| A revisit to stochastic near-optimal controls: the critical case | 2015-12-21 | Paper |
| Noise-induced outer synchronization between two different complex dynamical networks | 2015-08-26 | Paper |
| A variational formula for controlled backward stochastic partial differential equations and some applications | 2015-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5499397 | 2015-02-11 | Paper |
| Arbitrage-free interval of American contingent claims under proportional transaction cost | 2015-01-13 | Paper |
| Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach | 2015-01-06 | Paper |
| Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance | 2014-10-08 | Paper |
| General Linear Quadratic Optimal Stochastic Control Problem Driven by a Brownian Motion and a Poisson Random Martingale Measure with Random Coefficients | 2014-05-15 | Paper |
| A Maximum Principle for Optimal Control of Stochastic Evolution Equations | 2014-04-11 | Paper |
| Stochastic optimal control for backward stochastic partial differential systems | 2013-04-22 | Paper |
| Stochastic maximum principle for infinite dimensional control systems | 2012-08-02 | Paper |
| A Maximum Principle for Optimal Control of Stochastic Evolution Equations | 2012-06-24 | Paper |
| Non-zero Sum Stochastic Differential Games of Fully Coupled Forward-Backward Stochastic Systems | 2010-10-12 | Paper |
| A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\) | 2010-09-15 | Paper |
| Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes | 2010-03-03 | Paper |
| Time-delay telerobot system control model research | 2010-03-03 | Paper |
| A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information | 2009-12-07 | Paper |
| Optimal control problem of fully coupled forward-backward stochastic systems with Poisson jumps under partial information | 2009-11-17 | Paper |
| Notes on the Cauchy Problem for Backward Stochastic Partial Differential Equations | 2009-11-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5320117 | 2009-07-22 | Paper |
| On the pricing of American contingent claims under transaction costs and multiple risky assets | 2008-04-17 | Paper |
| Hedging American contingent claims with arbitrage costs | 2008-04-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5469788 | 2006-05-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3367843 | 2006-01-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3367848 | 2006-01-26 | Paper |
| Hedging American contingent claims with constrained portfolios under proportional transaction costs | 2005-05-12 | Paper |
| Hedging American contingent claims with constrained portfolios under a higher interest rate for borrowing | 2005-04-18 | Paper |
