| Publication | Date of Publication | Type |
|---|
Backward stochastic differential equations with conditional reflection and related recursive optimal control problems
SIAM Journal on Control and Optimization | 2024-09-20 | Paper |
A unified relation analysis of linear-quadratic mean-field game, team, and control
IEEE Transactions on Automatic Control | 2024-08-16 | Paper |
A class of mean-field games with optimal stopping and its applications
Asian Journal of Control | 2024-08-06 | Paper |
Linear-quadratic two-person differential game: Nash game versus Stackelberg game, local information versus global information
European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations | 2024-06-26 | Paper |
A class of optimal control problems of forward-backward systems with input constraint
Journal of Optimization Theory and Applications | 2024-01-08 | Paper |
Phase‐Retrieval Algebraic Solution Based on Window Modulation
Annalen der Physik | 2023-10-31 | Paper |
Mixed Social Optima and Nash Equilibrium in Linear-Quadratic-Gaussian Mean-Field System
IEEE Transactions on Automatic Control | 2023-09-26 | Paper |
A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability
The Annals of Applied Probability | 2023-07-31 | Paper |
Robust backward linear-quadratic differential game and team: a soft-constraint analysis
Systems \& Control Letters | 2023-07-13 | Paper |
Linear-quadratic-Gaussian mean-field controls of social optima
Mathematical Control and Related Fields | 2023-06-19 | Paper |
Linear quadratic mean-field game-team analysis: a mixed coalition approach
| 2022-12-23 | Paper |
Backward stochastic differential equations with conditional reflection and related recursive optimal control problems
| 2022-11-14 | Paper |
A general linear quadratic stochastic control and information value
Journal of Mathematical Analysis and Applications | 2022-08-24 | Paper |
Robust Stackelberg Differential Game With Model Uncertainty
IEEE Transactions on Automatic Control | 2022-07-28 | Paper |
A Class of Mean-Field Games with Optimal Stopping and its Inverse Problem
| 2022-06-07 | Paper |
Backward Stackelberg differential game with constraints: a mixed terminal-perturbation and linear-quadratic approach
SIAM Journal on Control and Optimization | 2022-06-01 | Paper |
Mixed linear quadratic stochastic differential leader-follower game with input constraint
Applied Mathematics and Optimization | 2021-11-02 | Paper |
Social optima of backward linear-quadratic-Gaussian mean-field teams
Applied Mathematics and Optimization | 2021-11-02 | Paper |
Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents
Applied Mathematics and Optimization | 2021-10-19 | Paper |
Social optima in leader-follower mean field linear quadratic control
ESAIM: Control, Optimisation and Calculus of Variations | 2021-07-07 | Paper |
Robust linear quadratic mean field social control: a direct approach
ESAIM: Control, Optimisation and Calculus of Variations | 2021-07-07 | Paper |
Social Optima in Robust Mean Field LQG Control: From Finite to Infinite Horizon
IEEE Transactions on Automatic Control | 2021-05-28 | Paper |
A unified approach to mean-field team: homogeneity, heterogeneity and quasi-exchangeability
| 2021-05-16 | Paper |
Linear-quadratic-Gaussian mean-field-game with partial observation and common noise
Mathematical Control and Related Fields | 2021-05-05 | Paper |
Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds
International Journal of Control | 2021-03-18 | Paper |
Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty
SIAM Journal on Control and Optimization | 2021-03-11 | Paper |
Backward-forward linear-quadratic mean-field games with major and minor agents
Probability, Uncertainty and Quantitative Risk | 2020-02-17 | Paper |
Linear quadratic mean-field-game of backward stochastic differential systems
Mathematical Control and Related Fields | 2019-07-03 | Paper |
Iterative phase retrieval by combining modulus constraints and angle relationships
Inverse Problems | 2019-01-14 | Paper |
Linear quadratic mean field game with control input constraint
ESAIM: Control, Optimisation and Calculus of Variations | 2018-11-07 | Paper |
Linear–Quadratic Mean-Field Game for Stochastic Delayed Systems
IEEE Transactions on Automatic Control | 2018-09-18 | Paper |
Linear-quadratic-Gaussian mixed mean-field games with heterogeneous input constraints
SIAM Journal on Control and Optimization | 2018-08-07 | Paper |
A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint
Systems \& Control Letters | 2018-06-19 | Paper |
Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems
Systems \& Control Letters | 2018-01-23 | Paper |
Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance
SIAM Journal on Control and Optimization | 2017-09-22 | Paper |
A Stochastic Maximum Principle for Delayed Mean-Field Stochastic Differential Equations and Its Applications
IEEE Transactions on Automatic Control | 2017-09-08 | Paper |
Maximum Principles for a Class of Partial Information Risk-Sensitive Optimal Controls
IEEE Transactions on Automatic Control | 2017-08-25 | Paper |
System Uncertainty and Statistical Detection for Jump-diffusion Models
IEEE Transactions on Automatic Control | 2017-08-25 | Paper |
Backward Mean-Field Linear-Quadratic-Gaussian (LQG) Games: Full and Partial Information
IEEE Transactions on Automatic Control | 2017-05-03 | Paper |
Mean-Field Linear-Quadratic-Gaussian (LQG) Games for Stochastic Integral Systems
IEEE Transactions on Automatic Control | 2017-05-03 | Paper |
Equilibrium for Time-Inconsistent Stochastic Linear--Quadratic Control under Constraint
| 2017-03-28 | Paper |
Necessary condition for near optimal control of linear forward-backward stochastic differential equations
International Journal of Control | 2016-04-05 | Paper |
Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation
Journal of Optimization Theory and Applications | 2016-03-29 | Paper |
Dynamic optimization of large-population systems with partial information
Journal of Optimization Theory and Applications | 2016-03-09 | Paper |
A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon
Mathematical Control and Related Fields | 2015-11-02 | Paper |
Large deviations of mean-field stochastic differential equations with jumps
Statistics \& Probability Letters | 2015-04-01 | Paper |
A mixed linear quadratic optimal control problem with a controlled time horizon
Applied Mathematics and Optimization | 2014-09-10 | Paper |
Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems
Systems \& Control Letters | 2014-06-13 | Paper |
A Class of Mean-field LQG Games with Partial Information
| 2014-03-24 | Paper |
Mean Field Linear-Quadratic-Gaussian (LQG) Games: Major and Minor Players
| 2014-03-17 | Paper |
Mean Field Linear-Quadratic-Gaussian (LQG) Games of Forward-Backward Stochastic Differential Equations
| 2013-11-07 | Paper |
Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations
ESAIM: Control, Optimisation and Calculus of Variations | 2013-03-13 | Paper |
Forward-backward linear quadratic stochastic optimal control problem with delay
Systems \& Control Letters | 2012-09-14 | Paper |
Regularity properties for general HJB equations: a backward stochastic differential equation method
SIAM Journal on Control and Optimization | 2012-09-12 | Paper |
Optimal premium policy of an insurance firm: full and partial information
Insurance Mathematics \& Economics | 2012-02-10 | Paper |
Regularity properties for general HJB equations. A BSDE method
| 2012-02-07 | Paper |
Estimation for discretely observed continuous state branching processes with immigration
Statistics \& Probability Letters | 2011-07-26 | Paper |
Near-optimal control for stochastic recursive problems
Systems \& Control Letters | 2011-04-08 | Paper |
A maximum principle for partial information backward stochastic control problems with applications
SIAM Journal on Control and Optimization | 2010-08-16 | Paper |
Near-optimal control problems for linear forward-backward stochastic systems
Automatica | 2010-07-13 | Paper |
Statistical model uncertainty for state-observation models driven by diffusion process
Journal of Statistics and Management Systems | 2009-10-26 | Paper |
Statistical analysis of information contents in trading volume with microstructure
Journal of Statistics and Management Systems | 2009-10-26 | Paper |
Statistical calibration between partial information systems
| 2009-01-20 | Paper |
Option prices as information predictor via sequential Bayesian statistics
| 2008-05-29 | Paper |
A recursive robust Bayesian estimation in partially observed financial market
Applicationes Mathematicae | 2007-07-26 | Paper |
Valuation and optimal design to defaultable security
Applicationes Mathematicae | 2007-02-06 | Paper |
scientific article; zbMATH DE number 5062053 (Why is no real title available?)
| 2006-10-10 | Paper |
