| Publication | Date of Publication | Type |
|---|
Imbalanced binary classification under distribution uncertainty
Information Sciences | 2024-04-18 | Paper |
Optimal consumption for recursive preferences with local substitution -- the case of certainty
Journal of Mathematical Economics | 2024-02-05 | Paper |
Linear regression under model uncertainty
Probability, Uncertainty and Quantitative Risk | 2024-02-05 | Paper |
| ES under sublinear expectation and related experiment | 2024-01-23 | Paper |
Stochastic maximum principle for recursive optimal control problems with varying terminal time
Journal of Mathematical Analysis and Applications | 2023-11-08 | Paper |
Electric Field Writing of Ferroelectric Nano‐Domains Near 71° Domain Walls with Switchable Interfacial Conductivity
Annalen der Physik | 2023-10-30 | Paper |
| Parameter learning: stochastic optimal control approach with reinforcement learning | 2023-08-06 | Paper |
\( L^p\) estimations of fully coupled FBSDEs
Systems & Control Letters | 2023-06-20 | Paper |
\( L^p\) estimations of fully coupled FBSDEs
Systems & Control Letters | 2023-06-20 | Paper |
Stochastic maximum principle for optimal control problem with a stopping time cost functional
International Journal of Control | 2022-08-09 | Paper |
A varying terminal time mean-variance model
Systems & Control Letters | 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
ESAIM: Control, Optimisation and Calculus of Variations | 2021-12-13 | Paper |
The connection between discrete and continuous state constrained optimal control systems
International Journal of Control | 2021-11-16 | Paper |
A varying terminal time structure for stochastic optimal control under constrained condition
International Journal of Robust and Nonlinear Control | 2021-05-31 | Paper |
Non-Markovian fully coupled forward-backward stochastic systems and classical solutions of path-dependent PDES
Stochastic Analysis and Applications | 2021-03-02 | Paper |
On an optimal extraction problem with regime switching
Advances in Applied Probability | 2020-02-05 | Paper |
On an optimal extraction problem with regime switching
Advances in Applied Probability | 2020-02-05 | Paper |
Near-maximum principle for general recursive utility optimal control problem
International Journal of Control | 2018-12-10 | Paper |
Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional
Systems & Control Letters | 2018-06-19 | Paper |
Retraction notice to: ``Multidimensional viscosity solution theory of semi-linear partial differential equations
Journal of Mathematical Analysis and Applications | 2018-05-03 | Paper |
Representation and converse comparison theorems for multidimensional BSDEs
Statistics & Probability Letters | 2017-10-06 | Paper |
The deterministic maximum principle for differential systems with a general cost functional
Optimal Control Applications & Methods | 2017-10-04 | Paper |
Maximum principle for forward–backward SDEs with a general cost functional
International Journal of Control | 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
Systems & Control Letters | 2016-03-08 | Paper |
\(k\)-sample upper expectation linear regression-modeling, identifiability, estimation and prediction
Journal of Statistical Planning and Inference | 2015-12-28 | Paper |
A note on functional derivatives on continuous paths
Statistics & Probability Letters | 2015-12-22 | Paper |
Path-dependent Hamilton-Jacobi-Bellman equations related to controlled stochastic functional differential systems
Optimal Control Applications & Methods | 2015-06-08 | Paper |
Solutions for functional fully coupled forward-backward stochastic differential equations
Statistics & Probability Letters | 2015-05-18 | Paper |
A stochastic recursive optimal control problem under the G-expectation framework
Applied Mathematics and Optimization | 2015-01-14 | Paper |
Classical solutions of path-dependent PDEs and functional forward-backward stochastic systems
Mathematical Problems in Engineering | 2014-10-13 | Paper |
A generalized Girsanov transformation of finite state stochastic processes in discrete time
Statistics & Probability Letters | 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 |
Sublinear expectation structure under finite states space
(available as arXiv preprint) | N/A | Paper |
