| Publication | Date of Publication | Type |
|---|
Turnpike properties for stochastic linear-quadratic optimal control problems with periodic coefficients
Journal of Differential Equations | 2024-05-17 | Paper |
Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems
SIAM Journal on Control and Optimization | 2024-02-20 | Paper |
Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems
ESAIM: Control, Optimisation and Calculus of Variations | 2023-09-05 | Paper |
Stochastic Linear-Quadratic Optimal Control with Partial Observation
SIAM Journal on Control and Optimization | 2023-06-14 | 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 |
General indefinite backward stochastic linear-quadratic optimal control problems
ESAIM: Control, Optimisation and Calculus of Variations | 2022-06-08 | Paper |
Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls
The Annals of Applied Probability | 2021-11-04 | Paper |
Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls
The Annals of Applied Probability | 2021-11-04 | 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 |
Two-person zero-sum stochastic linear-quadratic differential games
SIAM Journal on Control and Optimization | 2021-06-04 | Paper |
Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability
Mathematical Control and Related Fields | 2021-05-05 | Paper |
Linear quadratic optimal control problems with fixed terminal states and integral quadratic constraints
Applied Mathematics and Optimization | 2021-04-22 | Paper |
Optimal control for controllable stochastic linear systems
ESAIM: Control, Optimisation and Calculus of Variations | 2021-03-17 | Paper |
Stochastic linear-quadratic optimal control theory: differential games and mean-field problems
SpringerBriefs in Mathematics | 2020-06-23 | Paper |
Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability
Probability, Uncertainty and Quantitative Risk | 2020-02-17 | Paper |
Linear quadratic optimal control problems for mean-field backward stochastic differential equations
Applied Mathematics and Optimization | 2019-08-13 | Paper |
Stochastic linear-quadratic optimal control theory: open-loop and closed-loop solutions
SpringerBriefs in Mathematics | 2019-07-03 | Paper |
Weak closed-loop solvability of stochastic linear-quadratic optimal control problems
Discrete and Continuous Dynamical Systems | 2019-03-28 | Paper |
Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria
Stochastic Processes and their Applications | 2019-01-25 | Paper |
Stochastic linear quadratic optimal control problems in infinite horizon
Applied Mathematics and Optimization | 2018-09-05 | Paper |
Mean-field stochastic linear quadratic optimal control problems: open-loop solvabilities
ESAIM: Control, Optimisation and Calculus of Variations | 2017-06-28 | Paper |
Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems
SIAM Journal on Control and Optimization | 2016-09-14 | Paper |
Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon
ESAIM: Control, Optimisation and Calculus of Variations | 2016-08-03 | Paper |
Linear quadratic stochastic differential games: open-loop and closed-loop saddle points
SIAM Journal on Control and Optimization | 2015-03-27 | Paper |
