Yueyang Zheng

Available identifiers

zbMath Open zheng.yueyangMaRDI QIDQ2070545

List of research outcomes

Publication	Date of Publication	Type
The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion	2024-02-20	Paper
The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon	2023-09-05	Paper
The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps	2023-06-01	Paper
Stackelberg stochastic differential game with asymmetric noisy observations	2022-10-06	Paper
A linear-quadratic partially observed Stackelberg stochastic differential game with application	2022-03-03	Paper
A Stackelberg game of backward stochastic differential equations with partial information	2022-01-24	Paper
A Stackelberg game of backward stochastic differential equations with applications	2021-01-26	Paper
A Linear Quadratic Partially Observed Stackelberg Stochastic Differential Game with Applications	2020-10-26	Paper
An Optimal Investment Problem under Correlated Noises: Risk-Sensitive Stochastic Control Approach	2019-02-24	Paper

Research outcomes over time

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