| Publication | Date of Publication | Type |
|---|
| Backward stochastic differential equations with conditional reflection and related recursive optimal control problems | 2024-09-20 | Paper |
| A unified relation analysis of linear-quadratic mean-field game, team, and control | 2024-08-16 | Paper |
| A class of mean-field games with optimal stopping and its applications | 2024-08-06 | Paper |
| Linear-quadratic two-person differential game: Nash game versus Stackelberg game, local information versus global information | 2024-06-26 | Paper |
| A class of optimal control problems of forward-backward systems with input constraint | 2024-01-08 | Paper |
| Phase‐Retrieval Algebraic Solution Based on Window Modulation | 2023-10-31 | Paper |
| Mixed Social Optima and Nash Equilibrium in Linear-Quadratic-Gaussian Mean-Field System | 2023-09-26 | Paper |
| A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability | 2023-07-31 | Paper |
| Robust backward linear-quadratic differential game and team: a soft-constraint analysis | 2023-07-13 | Paper |
| Linear-quadratic-Gaussian mean-field controls of social optima | 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 | 2022-08-24 | Paper |
| Robust Stackelberg Differential Game With Model Uncertainty | 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 | 2022-06-01 | Paper |
| Mixed linear quadratic stochastic differential leader-follower game with input constraint | 2021-11-02 | Paper |
| Social optima of backward linear-quadratic-Gaussian mean-field teams | 2021-11-02 | Paper |
| Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents | 2021-10-19 | Paper |
| Social optima in leader-follower mean field linear quadratic control | 2021-07-07 | Paper |
| Robust linear quadratic mean field social control: A direct approach | 2021-07-07 | Paper |
| Social Optima in Robust Mean Field LQG Control: From Finite to Infinite Horizon | 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 | 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 | 2021-03-18 | Paper |
| Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty | 2021-03-11 | Paper |
| Backward-forward linear-quadratic mean-field games with major and minor agents | 2020-02-17 | Paper |
| Linear quadratic mean-field-game of backward stochastic differential systems | 2019-07-03 | Paper |
| Iterative phase retrieval by combining modulus constraints and angle relationships | 2019-01-14 | Paper |
| Linear quadratic mean field game with control input constraint | 2018-11-07 | Paper |
| Linear–Quadratic Mean-Field Game for Stochastic Delayed Systems | 2018-09-18 | Paper |
| Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints | 2018-08-07 | Paper |
| A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint | 2018-06-19 | Paper |
| Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems | 2018-01-23 | Paper |
| Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance | 2017-09-22 | Paper |
| A Stochastic Maximum Principle for Delayed Mean-Field Stochastic Differential Equations and Its Applications | 2017-09-08 | Paper |
| Maximum Principles for a Class of Partial Information Risk-Sensitive Optimal Controls | 2017-08-25 | Paper |
| System Uncertainty and Statistical Detection for Jump-diffusion Models | 2017-08-25 | Paper |
| Backward Mean-Field Linear-Quadratic-Gaussian (LQG) Games: Full and Partial Information | 2017-05-03 | Paper |
| Mean-Field Linear-Quadratic-Gaussian (LQG) Games for Stochastic Integral Systems | 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 | 2016-04-05 | Paper |
| Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation | 2016-03-29 | Paper |
| Dynamic optimization of large-population systems with partial information | 2016-03-09 | Paper |
| A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon | 2015-11-02 | Paper |
| Large deviations of mean-field stochastic differential equations with jumps | 2015-04-01 | Paper |
| A mixed linear quadratic optimal control problem with a controlled time horizon | 2014-09-10 | Paper |
| Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems | 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 | 2013-03-13 | Paper |
| Forward-backward linear quadratic stochastic optimal control problem with delay | 2012-09-14 | Paper |
| Regularity properties for general HJB equations: a backward stochastic differential equation method | 2012-09-12 | Paper |
| Optimal premium policy of an insurance firm: full and partial information | 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 | 2011-07-26 | Paper |
| Near-optimal control for stochastic recursive problems | 2011-04-08 | Paper |
| A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications | 2010-08-16 | Paper |
| Near-optimal control problems for linear forward-backward stochastic systems | 2010-07-13 | Paper |
| Statistical model uncertainty for state-observation models driven by diffusion process | 2009-10-26 | Paper |
| Statistical analysis of information contents in trading volume with microstructure | 2009-10-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5503860 | 2009-01-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3499473 | 2008-05-29 | Paper |
| A recursive robust Bayesian estimation in partially observed financial market | 2007-07-26 | Paper |
| Valuation and optimal design to defaultable security | 2007-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5491292 | 2006-10-10 | Paper |
