| Publication | Date of Publication | Type |
|---|
Discrete-time stochastic LQ optimal control problem with random coefficients
Communications on Applied Mathematics and Computation | 2026-05-13 | Paper |
A variational formula of forward-backward stochastic differential system of mean-field type with observation noise and some application
Communications on Applied Mathematics and Computation | 2026-03-05 | Paper |
Fully coupled nonlinear FBSEs: solvability and LQ control insights
Automatica | 2025-12-15 | Paper |
Linear quadratic optimal control problems of infinite-dimensional mean-field type with jumps
Asian Journal of Control | 2025-08-12 | Paper |
Forward-backward stochastic evolution equations in infinite dimensions and application to LQ optimal control problems
Systems & Control Letters | 2024-05-17 | Paper |
| A Class of Forward-Backward Stochastic Differential Equations Driven by L\'{e}vy Processes and Application to LQ Problems | 2023-10-19 | Paper |
Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process
Communications on Applied Mathematics and Computation | 2022-10-13 | Paper |
A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information
ESAIM: Control, Optimisation and Calculus of Variations | 2022-08-23 | Paper |
| A variational formula for non-zero sum stochastic differential game of fully coupled forward-backward stochastic systems with jumps and some applications | 2022-03-21 | Paper |
Partial information stochastic differential games for backward stochastic systems driven by Lévy processes
Mathematical Problems in Engineering | 2020-10-14 | Paper |
Linear-quadratic optimal control problems for mean-field backward stochastic differential equations with jumps
(available as arXiv preprint) | 2020-01-22 | Paper |
Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps
Asian Journal of Control | 2019-09-17 | Paper |
Forward and backward mean-field stochastic partial differential equation and optimal control
Chinese Annals of Mathematics. Series B | 2019-07-11 | Paper |
Stochastic maximum principle of near-optimal control of fully coupled forward-backward stochastic differential equation
Abstract and Applied Analysis | 2019-02-14 | Paper |
A variational formula for nonzero-sum stochastic differential games of FBSDEs and applications
Mathematical Problems in Engineering | 2019-02-08 | Paper |
| Maximum Principle of Forward-Backward Stochastic Differential System of Mean-Field Type with Observation Noise | 2017-08-16 | Paper |
| Partial Information Near-Optimal Control of Forward-Backward Stochastic Differential System with Observation Noise | 2017-08-09 | Paper |
| A Revisit to Optimal Control of Forward-Backward Stochastic Differential System with Observation Noise | 2017-08-07 | Paper |
| Optimal Control with State Constraints for Stochastic Evolution Equation with Jumps in Hilbert Space | 2017-07-26 | Paper |
| Stochastic Evolution Equation Driven by Teugels Martingale and Its Optimal Control | 2017-07-26 | Paper |
| Maximum Principle for Partial Observed Zero-Sum Stochastic Differential Game of Mean-Field SDEs | 2016-11-14 | Paper |
| Stochastic Evolution Equations of Jump Type with Random Coefficients: Existence, Uniqueness and Optimal Control | 2016-10-16 | Paper |
A variational formula for controlled backward stochastic partial differential equations and some applications
Applied Mathematics. Series B (English Edition) | 2015-06-29 | Paper |
| Stochastic maximum principle for forward-backward stochastic systems associated with Lévy processes | 2015-02-11 | Paper |
Optimal variational principle for backward stochastic control systems associated with Lévy processes
Science China. Mathematics | 2012-05-31 | Paper |
| Non-zero Sum Stochastic Differential Games of Fully Coupled Forward-Backward Stochastic Systems | 2010-10-12 | Paper |
Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes
Science in China. Series F | 2010-03-03 | Paper |
On the pricing of American contingent claims under transaction costs and multiple risky assets
Chaos, Solitons and Fractals | 2008-04-17 | Paper |
| scientific article; zbMATH DE number 5027119 (Why is no real title available?) | 2006-05-26 | Paper |
Equilibrium analysis for anycast in WDM networks
Journal of Shanghai University (English Edition) | 2006-01-24 | Paper |
| scientific article; zbMATH DE number 2185819 (Why is no real title available?) | 2005-07-04 | Paper |
Ruin probabilities under a Markovian risk model
Acta Mathematicae Applicatae Sinica. English Series | 2004-09-22 | Paper |
A Poisson limit theorem for a strongly ergodic non-homogeneous Markov chain
Journal of Mathematical Analysis and Applications | 2003-04-28 | Paper |
Poisson limit theorem for countable Markov chains in Markovian environments.
Applied Mathematics and Mechanics. (English Edition) | 2003-01-01 | Paper |
