Mao-ning Tang

Available identifiers

zbMath Open tang.maoningMaRDI QIDQ1868804

List of research outcomes

Publication	Date of Publication	Type
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	2022-10-13	Paper
A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information	2022-08-23	Paper
https://portal.mardi4nfdi.de/entity/Q5063660	2022-03-21	Paper
Partial information stochastic differential games for backward stochastic systems driven by Lévy processes	2020-10-14	Paper
Linear-Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations with Jumps	2020-01-22	Paper
Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps	2019-09-17	Paper
Forward and backward mean-field stochastic partial differential equation and optimal control	2019-07-11	Paper
Stochastic maximum principle of near-optimal control of fully coupled forward-backward stochastic differential equation	2019-02-14	Paper
A variational formula for nonzero-sum stochastic differential games of FBSDEs and applications	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	2015-06-29	Paper
https://portal.mardi4nfdi.de/entity/Q5499397	2015-02-11	Paper
Optimal variational principle for backward stochastic control systems associated with Lévy processes	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	2010-03-03	Paper
On the pricing of American contingent claims under transaction costs and multiple risky assets	2008-04-17	Paper
https://portal.mardi4nfdi.de/entity/Q5469817	2006-05-26	Paper
Equilibrium analysis for anycast in WDM networks	2006-01-24	Paper
https://portal.mardi4nfdi.de/entity/Q3025037	2005-07-04	Paper
Ruin probabilities under a Markovian risk model	2004-09-22	Paper
A Poisson limit theorem for a strongly ergodic non-homogeneous Markov chain	2003-04-28	Paper
Poisson limit theorem for countable Markov chains in Markovian environments.	2003-01-01	Paper

Research outcomes over time

Doctoral students

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