Pengyan Huang

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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!

PublicationDate of PublicationType
A large-population stochastic differential game with terminal state constraint and common noise
IEEE Transactions on Automatic Control
2025-07-14Paper
Optimal portfolio with relative performance and partial information: a mean-field game approach
Asian Journal of Control
2024-08-06Paper
A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise
Applied Mathematics and Computation
2023-04-21Paper
An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications
Advances in Difference Equations
2019-06-24Paper


Research outcomes over time


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