| Publication | Date of Publication | Type |
|---|
Linear-quadratic optimal control problem for mean-field stochastic differential equations with a type of random coefficients
Numerical Algebra, Control and Optimization | 2025-01-22 | Paper |
The minimax Wiener sequential testing problem
SIAM Journal on Control and Optimization | 2025-01-14 | Paper |
A model specification test for nonlinear stochastic diffusions with delay
Statistical Inference for Stochastic Processes | 2024-11-09 | Paper |
Quickest real-time detection of multiple Brownian drifts
SIAM Journal on Control and Optimization | 2024-07-09 | Paper |
Exact Optimal Stopping for Multidimensional Linear Switching Diffusions
Mathematics of Operations Research | 2024-02-27 | Paper |
The Minimax Wiener Sequential Testing Problem
| 2023-10-31 | Paper |
Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations with a Type of Random Coefficients
| 2023-08-01 | Paper |
Quickest Real-Time Detection of Multiple Brownian Drifts
| 2023-05-09 | Paper |
Uniqueness of dissipative solution for Camassa-Holm equation with peakon-antipeakon initial data
Applied Mathematics Letters | 2021-10-15 | Paper |
Time-inconsistent risk-sensitive equilibrium for countable-stated Markov decision processes
Applied Mathematics and Optimization | 2021-10-08 | Paper |
Controlled Markov chains with non-exponential discounting and distribution-dependent costs
ESAIM: Control, Optimisation and Calculus of Variations | 2021-07-07 | Paper |
Closed-Loop Equilibrium for Time-Inconsistent McKean--Vlasov Controlled Problem
SIAM Journal on Control and Optimization | 2021-03-18 | Paper |
Optimal ergodic control of linear stochastic differential equations with quadratic cost functionals having indefinite weights
SIAM Journal on Control and Optimization | 2021-02-26 | Paper |
Equilibrium strategies for time-inconsistent stochastic switching systems
ESAIM: Control, Optimisation and Calculus of Variations | 2020-04-29 | Paper |
Time-Inconsistent Problems for Controlled Markov Chains with Distribution-Dependent Costs: Equilibrium Solutions
| 2019-09-25 | Paper |
Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity
Journal of Differential Equations | 2016-12-22 | Paper |
Properties of stochastic integro-differential equations with infinite delay: regularity, ergodicity, weak sense Fokker-Planck equations
Stochastic Processes and their Applications | 2016-09-13 | Paper |
Strong invariance for switching diffusions
Asymptotic Analysis | 2015-07-01 | Paper |
Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching
Stochastic Processes and their Applications | 2015-05-27 | Paper |
Almost sure convergence rates for system identification using binary, quantized, and regular sensors
Automatica | 2014-10-24 | Paper |
Strassen-type law of the iterated logarithm for self-normalized sums
Journal of Theoretical Probability | 2013-07-19 | Paper |
Strassen-type law of the iterated logarithm for self-normalized increments of sums
Journal of Mathematical Analysis and Applications | 2012-07-04 | Paper |
Closed-loop Equilibria for Mean-Field Games in Randomly Switching Environments with General Discounting Costs
| N/A | Paper |
