| Publication | Date of Publication | Type |
|---|
Existence and uniqueness of strong solutions for a class of mean-field backward stochastic differential equations with non-Lipschitz coefficients
Acta Mathematica Sinica. Chinese Series | 2026-03-19 | Paper |
A partially observed nonzero-sum differential game of mean-field backward doubly stochastic systems
Applied Mathematics and Optimization | 2026-01-21 | Paper |
Maximum principle of stochastic optimal control problems with model uncertainty
Journal of Optimization Theory and Applications | 2025-08-19 | Paper |
Mean-field backward stochastic differential equations and nonlocal PDEs with quadratic growth
The Annals of Applied Probability | 2025-08-08 | Paper |
Stochastic differential games of mean-field type and path-dependent Bellman-Isaacs master equations
Chinese Annals of Mathematics. Series A | 2025-07-15 | Paper |
Stochastic differential games of mean-field dynamics and second-order Bellman-Isaacs equations on the Wasserstein space
Acta Mathematica Sinica. English Series | 2025-04-02 | Paper |
A second-order necessary condition for risk-sensitive mean-field type control
Chinese Journal of Applied Probability and Statistics | 2024-10-08 | Paper |
Singular optimal control problems with recursive utilities of mean-field type
Asian Journal of Control | 2024-07-25 | Paper |
A Global Optimality Principle for Fully Coupled Mean-field Control Systems
Acta Mathematicae Applicatae Sinica. English Series | 2024-04-22 | Paper |
| A Global Maximum Principle for Controlled Conditional Mean-field FBSDEs with Regime Switching | 2022-12-03 | Paper |
Solvability of a class of mean-field BSDEs with quadratic growth
Statistics & Probability Letters | 2022-09-30 | Paper |
General fully coupled FBSDES involving the value function and related nonlocal HJB equations combined with algebraic equations
Stochastics and Dynamics | 2021-12-17 | Paper |
Anticipated mean-field backward stochastic differential equations with jumps
Lithuanian Mathematical Journal | 2021-05-06 | Paper |
| scientific article; zbMATH DE number 7338520 (Why is no real title available?) | 2021-04-26 | Paper |
A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps
ESAIM: Control, Optimisation and Calculus of Variations | 2021-03-17 | Paper |
Projection synchronization of a class of complex chaotic systems with both uncertainty and disturbance
Complexity | 2020-10-20 | Paper |
A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems
European Journal of Control | 2019-11-14 | Paper |
Backward stochastic differential equations coupled with value function and related optimal control problems
Abstract and Applied Analysis | 2019-02-14 | Paper |
BSDEs in games, coupled with the value functions, associated nonlocal Bellman-Isaacs equations
Acta Mathematica Scientia. Series B. (English Edition) | 2018-05-25 | Paper |
| Global maximum principle for mean-field forward-backward stochastic systems with delay and application to finance | 2017-05-23 | Paper |
| A conditional variance for \(g\)-expectation | 2016-08-10 | Paper |
Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton-Jacobi-Bellman equations
European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations | 2016-05-26 | Paper |
Mean-field SDEs with jumps and nonlocal integral-PDEs
NoDEA. Nonlinear Differential Equations and Applications | 2016-05-12 | Paper |
Some properties of \(g\)-covariance and \(g\)-correlation coefficients
Chinese Journal of Applied Probability and Statistics | 2013-11-19 | Paper |
Non-isospectral multi-component AKNS equations and new integrable couplings
International Mathematical Forum | 2012-08-28 | Paper |
\(g\)-variance
Acta Mathematica Sinica, English Series | 2010-09-22 | Paper |
| scientific article; zbMATH DE number 5733898 (Why is no real title available?) | 2010-07-08 | Paper |
A Tamper-Evident Voting Machine Resistant to Covert Channels
Provable Security | 2009-01-27 | Paper |
Mean-field backward stochastic differential equations and nonlocal PDEs with quadratic growth
(available as arXiv preprint) | N/A | Paper |
Maximum principle for a Markovian regime switching system with partial information under model uncertainty
(available as arXiv preprint) | N/A | Paper |
A local maximum principle for robust optimal control problems of quadratic BSDEs
(available as arXiv preprint) | N/A | Paper |
