| Publication | Date of Publication | Type |
|---|
| The second-order maximum principle for partially observed optimal controls | 2024-04-12 | Paper |
| Finite-time and bumpless transfer control of asynchronously switched systems: an output feedback control approach | 2024-03-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6181967 | 2024-01-23 | Paper |
| Linear-quadratic delayed mean-field social optimization | 2024-01-04 | Paper |
| A kind of time-inconsistent corporate international investment problem with discontinuous cash flow | 2023-11-30 | Paper |
| A maximum principle for discrete-time stochastic optimal control problemE20 with delay | 2023-11-14 | Paper |
| The maximum principle for stochastic control problem with jumps in progressive structure | 2023-11-09 | Paper |
| Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls | 2023-11-08 | Paper |
| Maximum principle for partially observed stochastic recursive optimal control problems involving impulse controls | 2023-10-25 | Paper |
| CasTformer: a novel cascade transformer towards predicting information diffusion | 2023-09-22 | Paper |
| Continuous-time mean-variance portfolio selection under non-Markovian regime-switching model with random horizon | 2023-09-22 | Paper |
| Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems | 2023-09-05 | Paper |
| Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach | 2023-07-13 | Paper |
| A general maximum principle for partially observed mean-field stochastic system with random jumps in progressive structure | 2023-06-19 | Paper |
| Sobolev space weak solutions to one kind of quasilinear parabolic partial differential equations related to forward-backward stochastic differential equations | 2023-05-26 | Paper |
| Linear-quadratic mean field games of controls with non-monotone data | 2023-05-16 | Paper |
| Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations | 2023-01-18 | Paper |
| The stochastic maximum principle for relaxed control problem with regime-switching | 2022-12-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5047611 | 2022-11-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5047642 | 2022-11-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5047659 | 2022-11-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5047847 | 2022-11-17 | Paper |
| Study on the incentive and coordination mechanism of tumor healthcare alliance based on evolutionary game | 2022-10-18 | Paper |
| A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching | 2022-10-13 | Paper |
| The general maximum principle for stochastic control problems with singular controls | 2022-09-28 | Paper |
| The maximum principle for stochastic control problem with Markov chain in progressive structure | 2022-08-30 | Paper |
| Maximum principle for discrete-time stochastic control problem of mean-field type | 2022-08-23 | Paper |
| Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps | 2022-08-09 | Paper |
| Dynamic optimization problems for mean-field stochastic large-population systems | 2022-08-01 | Paper |
| Robust Stackelberg Differential Game With Model Uncertainty | 2022-07-28 | Paper |
| The Dynkin game with regime switching and applications to pricing game options | 2022-07-05 | Paper |
| Quadratic reflected BSDEs and related obstacle problems for PDEs | 2022-06-27 | Paper |
| A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint | 2022-05-20 | Paper |
| Backward-forward linear-quadratic mean-field Stackelberg games | 2022-05-12 | Paper |
| An optimal pricing policy under a Markov chain model | 2022-05-04 | Paper |
| Classical and weak solutions of the partial differential equations associated with a class of two-point boundary value problems | 2022-04-19 | Paper |
| Social optima in mean field linear-quadratic-Gaussian models with control input constraint | 2022-04-11 | Paper |
| Maximum principle for discrete-time stochastic optimal control problem and stochastic game | 2022-03-29 | Paper |
| A maximum principle for mean-field stochastic control system with noisy observation | 2022-01-31 | Paper |
| Dynkin game for callable-puttable convertible bonds: the valuation and sensitivity analysis | 2021-12-08 | Paper |
| Infinite horizon reflected backward stochastic differential equations with Markov chains | 2021-10-28 | Paper |
| Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents | 2021-10-19 | Paper |
| Backward stochastic differential equations with Markov chains and associated PDEs | 2021-10-04 | Paper |
| Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information | 2021-08-25 | Paper |
| Mean-field linear-quadratic stochastic differential games | 2021-07-12 | Paper |
| Necessary and sufficient conditions of near‐optimality in a regime‐switching diffusion model | 2021-06-22 | 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 |
| Near-optimal control problems for forward-backward regime-switching systems | 2021-03-17 | Paper |
| Stochastic optimal control problem in advertising model with delay | 2021-01-21 | Paper |
| Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information | 2020-10-05 | Paper |
| The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps | 2020-07-30 | Paper |
| Pairs-trading under geometric Brownian motions: an optimal strategy with cutting losses | 2020-03-24 | Paper |
| Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application | 2020-02-20 | Paper |
| Backward-forward linear-quadratic mean-field games with major and minor agents | 2020-02-17 | Paper |
| Stabilization Control for Linear Continuous-Time Mean-Field Systems | 2019-08-12 | Paper |
| Linear quadratic mean-field-game of backward stochastic differential systems | 2019-07-03 | Paper |
| Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance | 2019-06-21 | Paper |
| Well-posedness of fully coupled linear forward-backward stochastic differential equations | 2019-06-04 | Paper |
| Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations | 2019-02-20 | Paper |
| Convertible bonds with higher loan rate: model, valuation, and optimal strategy | 2019-02-14 | Paper |
| One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators | 2019-02-13 | Paper |
| Backward stochastic \(H_2 / H_{\infty}\) control: infinite horizon case | 2019-02-08 | Paper |
| Well-posedness of a class of two-point boundary value problems associated with ordinary differential equations | 2019-01-17 | Paper |
| Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance | 2018-11-15 | Paper |
| Optimal switching under a hybrid diffusion model and applications to stock trading | 2018-10-17 | Paper |
| Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls | 2018-08-27 | Paper |
| Backward stochastic differential equations with Markov chains and related asymptotic properties | 2018-07-17 | Paper |
| A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint | 2018-06-19 | Paper |
| Partially observed time‐inconsistent stochastic linear‐quadratic control with random jumps | 2018-05-31 | Paper |
| An Introduction to Optimal Control of FBSDE with Incomplete Information | 2018-04-23 | Paper |
| Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations | 2018-04-11 | Paper |
| Eigenvalues of stochastic Hamiltonian systems driven by Poisson process with boundary conditions | 2017-11-14 | Paper |
| Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case | 2017-11-02 | Paper |
| Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls | 2017-09-01 | Paper |
| Stochastic Maximum Principle for Optimal Control Problems of Forward-Backward Systems Involving Impulse Controls | 2017-08-25 | Paper |
| The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information | 2017-08-08 | Paper |
| A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information | 2017-05-16 | Paper |
| Backward Mean-Field Linear-Quadratic-Gaussian (LQG) Games: Full and Partial Information | 2017-05-03 | Paper |
| Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes | 2017-04-26 | Paper |
| Continuous-time mean-variance portfolio selection with random horizon in an incomplete market | 2016-05-20 | Paper |
| A general maximum principle for optimal control of forward-backward stochastic systems | 2015-08-27 | Paper |
| Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation | 2015-07-30 | Paper |
| Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure | 2015-07-29 | Paper |
| On well-posedness of forward-backward SDEs -- a unified approach | 2015-07-27 | Paper |
| Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance | 2015-02-03 | Paper |
| Stochastic transforms for jump diffusion processes combined with related backward stochastic differential equations | 2015-01-30 | Paper |
| Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes | 2014-11-03 | Paper |
| Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations | 2014-10-06 | Paper |
| Sobolev Weak Solutions of the Hamilton--Jacobi--Bellman Equations | 2014-09-26 | Paper |
| A \(\mathrm C^0\)-type zig-zag theory and finite element for laminated composite and sandwich plates with general configurations | 2014-08-08 | Paper |
| Partially observed time-inconsistency recursive optimization problem and application | 2014-06-30 | Paper |
| Backward stochastic viability and related properties on \(Z\) for BSDEs with applications | 2014-03-18 | Paper |
| Pricing and hedging problem of foreign currency option with higher borrowing rate | 2014-01-27 | Paper |
| An advanced higher-order theory for laminated composite plates with general lamination angles | 2013-08-30 | Paper |
| A nonlinear theory accounting for stress-induced orientational transitions in nematic gels | 2013-08-12 | Paper |
| Stochastic recursive zero-sum differential game and mixed zero-sum differential game problem | 2013-06-11 | Paper |
| Maximum Principles for Forward-Backward Stochastic Control Systems with Correlated State and Observation Noises | 2013-05-16 | Paper |
| Dynamic programming principle for stochastic recursive optimal control problem with delayed systems | 2013-03-13 | Paper |
| Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance | 2012-12-13 | Paper |
| Delayed stochastic linear-quadratic control problem and related applications | 2012-11-15 | Paper |
| Maximum principle for stochastic recursive optimal control problems involving impulse controls | 2012-09-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2886003 | 2012-06-01 | Paper |
| Reliably computing all characteristic roots of delay differential equations in a given right half plane using a spectral method | 2012-03-19 | Paper |
| Optimal premium policy of an insurance firm: full and partial information | 2012-02-10 | Paper |
| A risk-sensitive stochastic maximum principle for optimal control of jump diffusions and its applications | 2012-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3109325 | 2012-01-27 | Paper |
| Mean-variance hedging and forward-backward stochastic differential filtering equations | 2011-10-27 | Paper |
| Multi-dimensional reflected backward stochastic differential equations and the comparison theorem | 2011-09-29 | Paper |
| BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs | 2011-07-19 | Paper |
| A type of general forward-backward stochastic differential equations and applications | 2011-06-22 | Paper |
| A maximum principle for partially observed optimal control of forward-backward stochastic control systems | 2011-06-17 | Paper |
| Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions | 2011-05-11 | Paper |
| A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations | 2011-04-08 | Paper |
| Maximum Principle for Backward Doubly Stochastic Control Systems with Applications | 2011-03-21 | Paper |
| An application of dynamic programming principle in corporate international optimal investment and consumption choice problem | 2011-02-09 | Paper |
| A new higher-order shear deformation theory and refined beam element of composite laminates | 2010-11-25 | Paper |
| Maximum principle for forward-backward stochastic control system with random jumps and applications to finance | 2010-10-29 | Paper |
| Reflected forward-backward stochastic differential equations with continuous monotone coefficients | 2010-09-24 | Paper |
| Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems | 2010-07-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3571630 | 2010-07-08 | Paper |
| Maximum principle for the stochastic optimal control problem with delay and application | 2010-06-17 | Paper |
| Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes | 2009-12-15 | Paper |
| General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance | 2009-11-04 | Paper |
| Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton–Jacobi–Bellman Equation | 2009-09-29 | Paper |
| Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs | 2009-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5319044 | 2009-07-22 | Paper |
| A simple model of corporate international investment under incomplete information and taxes | 2009-06-25 | Paper |
| Comparison theorems for forward backward SDEs | 2009-03-02 | Paper |
| Delay-dependent stability and \(H_\infty\) control for uncertain discrete switched singular systems with time-delay | 2009-01-14 | Paper |
| Stochastic Maximum Principle for a Kind of Risk-sensitive Optimal Control Problem and Application to Portfolio Choice | 2008-11-24 | Paper |
| Linear quadratic nonzero-sum differential games with random jumps | 2008-09-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3516594 | 2008-08-06 | Paper |
| The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk | 2008-04-15 | Paper |
| Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems | 2008-04-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5453036 | 2008-04-04 | Paper |
| The corporate optimal portfolio and consumption choice problem in the real project with borrowing rate higher than deposit rate | 2006-06-16 | Paper |
| Forward-backward stochastic differential equations, linear quadratic stochastic optimal control and nonzero sum differential games | 2005-11-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5694163 | 2005-09-29 | Paper |
| A MODEL FOR MARKET CLOSURE AND INTERNATIONAL PORTFOLIO MANAGEMENT WITHIN INCOMPLETE INFORMATION | 2005-06-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4679749 | 2005-06-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4675735 | 2005-05-06 | Paper |
| Forward-backward stochastic differential equations with stopping time | 2004-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4455322 | 2004-03-16 | Paper |
| Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration | 2003-10-22 | Paper |
| Forward-backward stochastic differential equations with Brownian motion and Poisson process | 2003-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4791555 | 2003-01-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2720036 | 2002-04-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2772020 | 2002-02-18 | Paper |
| The comparison theorem of FBSDE | 2000-07-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4266941 | 2000-01-11 | Paper |
| Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control | 1999-06-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4392053 | 1999-04-07 | Paper |
| An option pricing problem with the underlying stock paying dividends | 1998-02-04 | Paper |
| A direct method in optimal portfolio and consumption choice | 1996-11-18 | Paper |
| A Black-Scholes formula for option pricing with dividends | 1996-10-20 | Paper |
