Shuzhen Yang

Available identifiers

zbMath Open yang.shuzhenMaRDI QIDQ254611

List of research outcomes

Publication	Date of Publication	Type
Imbalanced binary classification under distribution uncertainty	2024-04-18	Paper
Optimal consumption for recursive preferences with local substitution -- the case of certainty	2024-02-05	Paper
Linear regression under model uncertainty	2024-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q6141800	2024-01-23	Paper
Stochastic maximum principle for recursive optimal control problems with varying terminal time	2023-11-08	Paper
Electric Field Writing of Ferroelectric Nano‐Domains Near 71° Domain Walls with Switchable Interfacial Conductivity	2023-10-30	Paper
Parameter learning: stochastic optimal control approach with reinforcement learning	2023-08-06	Paper
\( L^p\) estimations of fully coupled FBSDEs	2023-06-20	Paper
Stochastic maximum principle for optimal control problem with a stopping time cost functional	2022-08-09	Paper
A varying terminal time mean-variance model	2022-04-11	Paper
Dynamic programming principle for a controlled FBSDE system and associated extended HJB equation	2022-03-27	Paper
Compensatory model for quantile estimation and application to VaR	2021-12-14	Paper
Multi-time state mean-variance model in continuous time	2021-12-13	Paper
The connection between discrete and continuous state constrained optimal control systems	2021-11-16	Paper
A varying terminal time structure for stochastic optimal control under constrained condition	2021-05-31	Paper
Non-Markovian fully coupled forward–backward stochastic systems and classical solutions of path-dependent PDES	2021-03-02	Paper
On an optimal extraction problem with regime switching	2020-02-05	Paper
Near-maximum principle for general recursive utility optimal control problem	2018-12-10	Paper
Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional	2018-06-19	Paper
Retraction notice to: ``Multidimensional viscosity solution theory of semi-linear partial differential equations	2018-05-03	Paper
Representation and converse comparison theorems for multidimensional BSDEs	2017-10-06	Paper
The deterministic maximum principle for differential systems with a general cost functional	2017-10-04	Paper
Maximum principle for forward–backward SDEs with a general cost functional	2017-08-15	Paper
The Pontryagin's maximum principle for stochastic differential systems under state constraints	2016-10-18	Paper
Multidimensional viscosity solutions theory of semi-linear partial differential equations	2016-08-07	Paper
The maximum principle for stochastic differential systems with general cost functional	2016-03-08	Paper
\(k\)-sample upper expectation linear regression-modeling, identifiability, estimation and prediction	2015-12-28	Paper
A note on functional derivatives on continuous paths	2015-12-22	Paper
Path‐dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional differential systems	2015-06-08	Paper
Solutions for functional fully coupled forward-backward stochastic differential equations	2015-05-18	Paper
A stochastic recursive optimal control problem under the G-expectation framework	2015-01-14	Paper
Classical solutions of path-dependent PDEs and functional forward-backward stochastic systems	2014-10-13	Paper
A generalized Girsanov transformation of finite state stochastic processes in discrete time	2014-04-09	Paper
Sublinear expectation linear regression	2013-04-12	Paper
A New Distribution-Random Limit Normal Distribution	2013-04-04	Paper
The Numerical Properties of G-heat equation and Related Application	2013-04-04	Paper
The Dupire derivatives and Fr\'echet derivatives on continuous pathes	2013-01-23	Paper
An optimal control problem for functional forward-backward stochastic systems and related Path-dependent HJB equations	2012-04-29	Paper

Research outcomes over time

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This page was built for person: Shuzhen Yang