Li Chen

Available identifiers

Publication	Date of Publication	Type
Maximum principle for delayed stochastic mean-field control problem with state constraint	2022-03-04	Paper
Stochastic optimal control problem in advertising model with delay	2021-01-21	Paper
Maximum Principle for Nonzero-Sum Stochastic Differential Game With Delays	2017-05-16	Paper
Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation	2016-03-29	Paper
Pricing and hedging problem of foreign currency option with higher borrowing rate	2014-01-27	Paper
Dynamic programming principle for stochastic recursive optimal control problem with delayed systems	2013-03-13	Paper
Delayed stochastic linear-quadratic control problem and related applications	2012-11-15	Paper
A type of general forward-backward stochastic differential equations and applications	2011-06-22	Paper
Properties of \(Z\) for anticipated BSDE and application in stochastic control with delay	2011-02-05	Paper
Viscosity solution of the HJB equation for the stochastic relaxed control problem	2010-11-05	Paper
Maximum principle for the stochastic optimal control problem with delay and application	2010-06-17	Paper

This page was built for person: Li Chen