Yueyang Zheng

MaRDI QIDQ2070545zbMATH OpenFDO

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
Linear-Quadratic Partially Observed Mean Field Stackelberg Stochastic Differential Game with Applications (available as arXiv preprint)	2025-01-01	Paper
The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion SIAM Journal on Control and Optimization	2024-02-20	Paper
A linear-quadratic partially observed Stackelberg stochastic differential game with multiple followers and its application to multi-agent formation control (available as arXiv preprint)	2024-01-01	Paper
The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon ESAIM: Control, Optimisation and Calculus of Variations	2023-09-05	Paper
The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps SIAM Journal on Control and Optimization	2023-06-01	Paper
Stackelberg stochastic differential game with asymmetric noisy observations International Journal of Control	2022-10-06	Paper
A linear-quadratic partially observed Stackelberg stochastic differential game with application Applied Mathematics and Computation	2022-03-03	Paper
A Stackelberg game of backward stochastic differential equations with partial information Mathematical Control and Related Fields	2022-01-24	Paper
A Stackelberg game of backward stochastic differential equations with applications Dynamic Games and Applications	2021-01-26	Paper
A Linear Quadratic Partially Observed Stackelberg Stochastic Differential Game with Applications (available as arXiv preprint)	2020-10-26	Paper
An Optimal Investment Problem under Correlated Noises: Risk-Sensitive Stochastic Control Approach	2019-02-24	Paper
An Optimal Investment Problem under Correlated Noises: Risk-Sensitive Stochastic Control Approach (available as arXiv preprint)	2019-01-01	Paper

Research outcomes over time

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