Jiangyan Pu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets Systems & Control Letters	2024-04-05	Paper
Robust consumption portfolio optimization with stochastic differential utility Automatica	2022-01-07	Paper
Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon Applied Mathematics and Optimization	2021-04-23	Paper
Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator Applied Mathematics and Optimization	2020-09-09	Paper
Dynamic programming principle and associated Hamilton-Jacobi-Bellman equation for stochastic recursive control problem with non-Lipschitz aggregator ESAIM: Control, Optimisation and Calculus of Variations	2018-08-02	Paper
On a dual risk model perturbed by diffusion with dividend threshold Chinese Annals of Mathematics. Series B	2016-11-02	Paper
Pricing rules of stochastic pressure under asymmetric information in a continuous time market	2015-02-11	Paper

Research outcomes over time

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