Li Chen

MaRDI QIDQ262024zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Maximum principle for delayed stochastic mean-field control problem with state constraint Advances in Difference Equations	2022-03-04	Paper
Stochastic optimal control problem in advertising model with delay Journal of Systems Science and Complexity	2021-01-21	Paper
Maximum Principle for Nonzero-Sum Stochastic Differential Game With Delays IEEE Transactions on Automatic Control	2017-05-16	Paper
Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation Journal of Optimization Theory and Applications	2016-03-29	Paper
Pricing and hedging problem of foreign currency option with higher borrowing rate Journal of Systems Science and Complexity	2014-01-27	Paper
Dynamic programming principle for stochastic recursive optimal control problem with delayed systems ESAIM: Control, Optimisation and Calculus of Variations	2013-03-13	Paper
Delayed stochastic linear-quadratic control problem and related applications Journal of Applied Mathematics	2012-11-15	Paper
A type of general forward-backward stochastic differential equations and applications Chinese Annals of Mathematics. Series B	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 Automatica	2010-06-17	Paper

Research outcomes over time

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