| Publication | Date of Publication | Type |
|---|
Mean-field ranking games with diffusion control
Mathematics and Financial Economics | 2024-11-01 | Paper |
Peer effect and dynamic ALM games among insurers
Mathematics and Financial Economics | 2024-11-01 | Paper |
Optimal controls for forward-backward stochastic differential equations: time-inconsistency and time-consistent solutions
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2024-09-04 | Paper |
Large ranking games with diffusion control
Mathematics of Operations Research | 2024-06-27 | Paper |
A mean field game approach to optimal investment and risk control for competitive insurers
Insurance Mathematics & Economics | 2024-05-24 | Paper |
Relative wealth concerns with partial information and heterogeneous priors
SIAM Journal on Financial Mathematics | 2024-05-22 | Paper |
Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors
Mathematics of Operations Research | 2024-02-23 | Paper |
Decoding Mean Field Games from Population and Environment Observations By Gaussian Processes
| 2023-12-07 | Paper |
Linear-quadratic Mean Field Control with Non-convex Data
| 2023-11-30 | Paper |
Binary funding impacts in derivative valuation
Mathematical Finance | 2023-09-27 | Paper |
A new Mertens decomposition of \(\mathscr{Y}^{g , \xi} \)-submartingale systems. Application to BSDEs with weak constraints at stopping times
Stochastic Processes and their Applications | 2023-09-15 | Paper |
Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations
SIAM Journal on Control and Optimization | 2023-08-23 | Paper |
Robust Control Problems of BSDEs Coupled with Value Functions
SIAM Journal on Financial Mathematics | 2023-08-15 | Paper |
Linear-quadratic mean field games of controls with non-monotone data
Transactions of the American Mathematical Society | 2023-05-16 | Paper |
Mean field portfolio games
Finance and Stochastics | 2022-12-28 | Paper |
Backward stochastic differential equations and backward stochastic Volterra integral equations with anticipating generators
Probability, Uncertainty and Quantitative Risk | 2022-11-16 | Paper |
Optimal Controls for Forward-Backward Stochastic Differential Equations: Time-Inconsistency and Time-Consistent Solutions
| 2022-09-19 | Paper |
The discovery of dynamics via linear multistep methods and deep learning: error estimation
SIAM Journal on Numerical Analysis | 2022-08-17 | Paper |
New analytic solutions to 2D transient heat conduction problems with/without heat sources in the symplectic space
AMM. Applied Mathematics and Mechanics. (English Edition) | 2022-08-15 | Paper |
New analytic thermal buckling solutions of non-Lévy-type functionally graded rectangular plates by the symplectic superposition method
Acta Mechanica | 2022-07-18 | Paper |
Observer-based synchronization of memristive neural networks under DoS attacks and actuator saturation and its application to image encryption
Applied Mathematics and Computation | 2022-05-19 | Paper |
Numerical methods for mean field games based on Gaussian processes and Fourier features
Journal of Computational Physics | 2022-05-11 | Paper |
SelectNet: self-paced learning for high-dimensional partial differential equations
Journal of Computational Physics | 2022-04-25 | Paper |
Portfolio liquidation under factor uncertainty
The Annals of Applied Probability | 2022-03-21 | Paper |
Event-triggered leader-following consensus of multiple mechanical systems with switched dynamics
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2022-02-08 | Paper |
Numerical methods for Mean field Games based on Gaussian Processes and Fourier Features
| 2021-12-10 | Paper |
Disturbance observer-based backstepping formation control of multiple quadrotors with asymmetric output error constraints
Applied Mathematics and Computation | 2021-11-16 | Paper |
On new buckling solutions of moderately thick rectangular plates by the symplectic superposition method within the Hamiltonian-system framework
Applied Mathematical Modelling | 2021-11-11 | Paper |
Corrigendum to: ``Second-order reflected backward stochastic differential equations and ``Second-order BSDEs with general reflection and game options under uncertainty
The Annals of Applied Probability | 2021-11-04 | Paper |
Gambling for resurrection and the heat equation on a triangle
Applied Mathematics and Optimization | 2021-10-19 | Paper |
Robust exploratory mean-variance problem with drift uncertainty
| 2021-08-09 | Paper |
On the symplectic superposition method for new analytic bending, buckling, and free vibration solutions of rectangular nanoplates with all edges free
Acta Mechanica | 2021-04-16 | Paper |
Exponential multistability of memristive Cohen-Grossberg neural networks with stochastic parameter perturbations
Applied Mathematics and Computation | 2021-03-16 | Paper |
The effects of outward FDI and export on firm productivity in emerging markets: evidence from matching approach
Economics Letters | 2020-11-04 | Paper |
Sampled-data leader-following consensus of nonlinear multi-agent systems subject to impulsive perturbations
Communications in Nonlinear Science and Numerical Simulation | 2020-10-22 | Paper |
Horizon-unbiased investment with ambiguity
Journal of Economic Dynamics and Control | 2020-06-25 | Paper |
A risk-sharing framework of bilateral contracts
SIAM Journal on Financial Mathematics | 2020-06-08 | Paper |
Bank monitoring incentives under moral hazard and adverse selection
Journal of Optimization Theory and Applications | 2020-02-26 | Paper |
SelectNet: Self-paced Learning for High-dimensional Partial Differential Equations
| 2020-01-14 | Paper |
Accurate bending analysis of rectangular thin plates with corner supports by a unified finite integral transform method
Acta Mechanica | 2020-01-08 | Paper |
Second-order stochastic target problems with generalized market impact
SIAM Journal on Control and Optimization | 2019-12-11 | Paper |
Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs
Mathematics and Financial Economics | 2019-07-08 | Paper |
Second-order BSDE under monotonicity condition and liquidation problem under uncertainty
The Annals of Applied Probability | 2019-05-22 | Paper |
Two-dimensional generalized finite integral transform method for new analytic bending solutions of orthotropic rectangular thin foundation plates
Applied Mathematics Letters | 2019-04-26 | Paper |
Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors
| 2018-11-28 | Paper |
The sustainable Black-Scholes equations
| 2018-11-19 | Paper |
A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2018-06-01 | Paper |
Stochastic control for a class of nonlinear kernels and applications
The Annals of Probability | 2018-04-27 | Paper |
Information fusion tracking controller design of overhead crane system
| 2018-01-29 | Paper |
Nonlinear dynamic behaviors of rod fastening rotor-hydrodynamic journal bearing system
Archive of Applied Mechanics | 2016-07-28 | Paper |
Quadratic BSDEs with jumps: related nonlinear expectations
Stochastics and Dynamics | 2016-06-03 | Paper |
Second-order BSDEs with jumps: formulation and uniqueness
The Annals of Applied Probability | 2015-10-20 | Paper |
Quadratic BSDEs with jumps: a fixed-point approach
Electronic Journal of Probability | 2015-08-07 | Paper |
Second order BSDEs with jumps: existence and probabilistic representation for fully-nonlinear PIDEs
Electronic Journal of Probability | 2015-08-07 | Paper |
Robust utility maximization in nondominated models with 2BSDE: the uncertain volatility model
Mathematical Finance | 2015-04-24 | Paper |
The obstacle problem for semilinear parabolic partial integro-differential equations
Stochastics and Dynamics | 2015-01-30 | Paper |
Robust model predictive control with input-to-state stability
| 2014-06-30 | Paper |
Second order backward stochastic differential equations with quadratic growth
Stochastic Processes and their Applications | 2014-04-28 | Paper |
Second order reflected backward stochastic differential equations
The Annals of Applied Probability | 2014-01-17 | Paper |
Research on a New System with Neglected or Delayed Failure Impact
Communications in Statistics: Theory and Methods | 2013-06-25 | Paper |
Photoionization of Ne-like Ca XI
Physica Scripta | 2013-05-22 | Paper |
The practical research on flood risk analysis based on IIOSM and fuzzy \(\alpha \)-cut technique
Applied Mathematical Modelling | 2012-12-07 | Paper |
A multi-robot dynamic following approach based on local sensing
Acta Automatica Sinica | 2011-07-19 | Paper |
A marsupial robotic fish team: design, motion and cooperation
Science China. Technological Sciences | 2011-06-24 | Paper |
The Design and Path Planning of a Miniature Biomimetic Robotic Fish
Acta Automatica Sinica | 2009-07-22 | Paper |
A miniature biomimetic robotic fish and its realtime path planning
| 2008-09-25 | Paper |
Dynamic Coalition Portfolio Selection with Recursive Utility
| N/A | Paper |
