| Publication | Date of Publication | Type |
|---|
Dynamic Coalition Portfolio Selection with Recursive Utility
(available as arXiv preprint) | N/A | Paper |
The Lp Polar bodies of shadow system and related inequalities
(available as arXiv preprint) | N/A | Paper |
Forward-backward stochastic linear-quadratic optimal controls: equilibrium strategies and nonsymmetric Riccati equations
SIAM Journal on Control and Optimization | 2026-06-23 | Paper |
The L_p polar bodies of shadow system and related inequalities
Geometriae Dedicata | 2026-05-08 | Paper |
Solvability of coupled forward-backward Volterra integral equations
Applied Mathematics and Optimization | 2026-04-28 | Paper |
A high-accuracy compact finite difference scheme for time-fractional diffusion equations
Revista de la Unión Matemática Argentina | 2025-12-10 | 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 |
VQ-CAD: computer-aided design model generation with vector quantized diffusion
Computer Aided Geometric Design | 2024-06-28 | Paper |
Present-biased lobbyists in linear-quadratic stochastic differential games
Finance and Stochastics | 2023-10-12 | 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 |
Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games
SIAM Journal on Control and Optimization | 2023-03-29 | Paper |
Erratum to: ``Turnpike properties for stochastic linear-quadratic optimal control problems''
Chinese Annals of Mathematics. Series B | 2023-03-10 | Paper |
Turnpike properties for stochastic linear-quadratic optimal control problems
Chinese Annals of Mathematics. Series B | 2022-12-08 | 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 |
Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations
Applied Mathematics and Optimization | 2021-08-11 | Paper |
Mean-field linear-quadratic stochastic differential games
Journal of Differential Equations | 2021-07-12 | Paper |
Linear-quadratic optimal control for backward stochastic differential equations with random coefficients
ESAIM: Control, Optimisation and Calculus of Variations | 2021-07-07 | Paper |
Time-inconsistent stochastic optimal control problems and backward stochastic Volterra integral equations
ESAIM: Control, Optimisation and Calculus of Variations | 2021-07-07 | Paper |
Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability
Mathematical Control and Related Fields | 2021-05-05 | Paper |
Extended backward stochastic Volterra integral equations, quasilinear parabolic equations, and Feynman-Kac formula
Stochastics and Dynamics | 2021-03-09 | Paper |
Weak closed-loop solvability of stochastic linear-quadratic optimal control problems
Discrete and Continuous Dynamical Systems | 2019-03-28 | Paper |
