| Publication | Date of Publication | Type |
|---|
Two person non-zero-sum linear-quadratic differential game with Markovian jumps in infinite horizon
Automatica | 2026-04-02 | Paper |
A Hilbert space method to LQ optimal control of conditional McKean-Vlasov dynamics
Systems & Control Letters | 2026-02-16 | Paper |
Stochastic linear-quadratic differential game with regime-switching in an infinite horizon
SIAM Journal on Control and Optimization | 2026-01-14 | Paper |
Fully coupled nonlinear FBSEs: solvability and LQ control insights
Automatica | 2025-12-15 | Paper |
Infinite horizon discounted LQ optimal control problems for mean-field switching diffusions
Systems & Control Letters | 2025-09-12 | Paper |
Stochastic McKean-Vlasov control problem with regime-switching and its applications
Journal of Systems Science and Complexity | 2025-07-30 | Paper |
Private inputs for leader-follower game with feedback Stackelberg strategy
European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations | 2025-07-21 | Paper |
Policy iteration reinforcement learning method for continuous-time linear-quadratic mean-field control problems
IEEE Transactions on Automatic Control | 2025-07-10 | Paper |
Two system transformation data-driven algorithms for linear quadratic mean-field games
European Journal of Control | 2025-07-04 | Paper |
Decentralized linear-quadratic control and stabilization for networked control systems with d-step delay
Automatica | 2025-05-23 | Paper |
Weak closed-loop solvability of linear quadratic stochastic optimal control problems with partial information
Applied Mathematics and Optimization | 2025-05-14 | Paper |
Economic evaluation of potential improvement in two-stage network data envelopment analysis: a case study in the banking sector
RAIRO. Operations Research | 2025-04-25 | Paper |
Partially observed linear quadratic stochastic optimal control problem in infinite horizon: a data-driven approach
Systems & Control Letters | 2025-04-22 | Paper |
Stochastic linear quadratic optimal control problems with regime-switching jumps in infinite horizon
SIAM Journal on Control and Optimization | 2025-03-27 | Paper |
Infinite time horizon stochastic recursive control problems with jumps: dynamic programming and stochastic verification theorems
SIAM Journal on Control and Optimization | 2025-03-19 | Paper |
Optimal consumption under a drawdown constraint over a finite horizon
Automatica | 2025-02-14 | Paper |
Decentralized control for optimal LQ problems in stochastic systems with unknown uncertainties
Journal of the Franklin Institute | 2025-02-04 | Paper |
Stochastic representation for solutions of a system of coupled HJB-Isaacs equations with integral-differential operators
Stochastic Processes and their Applications | 2025-01-08 | Paper |
Solving optimal predictor-feedback control using approximate dynamic programming
Automatica | 2024-11-04 | Paper |
Optimal control and stabilization for linear continuous-time mean-field systems with delay
IET Control Theory & Applications | 2024-08-29 | Paper |
A Comparison of Bayesian Multivariate Versus Univariate Normal Regression Models for Prediction
The American Statistician | 2024-06-27 | Paper |
Optimal consumption with loss aversion and reference to past spending maximum
SIAM Journal on Financial Mathematics | 2024-05-06 | Paper |
| Financial Mathematics, Derivatives and Structured Products | 2024-03-18 | Paper |
| Reinforcement Learning for Stochastic LQ Control of Discrete-Time Systems with Multiplicative Noises | 2023-11-20 | Paper |
Strong Squeezing of Duffing Oscillator in a Highly Dissipative Optomechanical Cavity System
Annalen der Physik | 2023-11-08 | Paper |
| Solving Coupled Nonlinear Forward-backward Stochastic Differential Equations: An Optimization Perspective with Backward Measurability Loss | 2023-10-20 | Paper |
| Dynamic Programming for Indefinite Stochastic McKean-Vlasov LQ Control Problem under Input Constraints | 2023-10-04 | Paper |
Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method
IEEE Transactions on Automatic Control | 2023-09-21 | Paper |
Remote weak-signal measurement via bound states in optomechanical systems
Communications in Theoretical Physics | 2023-09-21 | Paper |
Linear quadratic optimal control for time-delay stochastic system with partial information
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2023-08-10 | Paper |
Bayesian negative binomial regression model with unobserved covariates for predicting the frequency of north atlantic tropical storms
Journal of Applied Statistics | 2023-07-28 | Paper |
Mean-variance portfolio selection under no-shorting rules: a BSDE approach
Systems & Control Letters | 2023-07-13 | Paper |
| Stochastic representation for solutions of a system of coupled HJB-Isaacs equations with integral-partial operators | 2023-07-10 | Paper |
A distributed stochastic approximation algorithm for stochastic LQ control with unknown uncertainty
Automatica | 2023-06-30 | Paper |
Equilibrium strategy for a multi-period weighted mean-variance portfolio selection in a Markov regime-switching market with uncertain time-horizon and a stochastic cash flow
Communications in Statistics: Theory and Methods | 2023-06-26 | Paper |
Deterministic optimal control for discrete-time systems with multiplicative noises and random coefficients
Automatica | 2023-06-22 | Paper |
Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System
SIAM Journal on Control and Optimization | 2023-05-04 | Paper |
| Policy Iteration Reinforcement Learning Method for Continuous-time Mean-Field Linear-Quadratic Optimal Problem | 2023-04-30 | Paper |
Mean-variance portfolio selection with random investment horizon
Journal of Industrial and Management Optimization | 2023-03-29 | Paper |
| Reinforcement Learning-Based Optimal Control for Multiplicative-Noise Systems with Input Delay | 2023-01-07 | Paper |
Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system
Journal of Industrial and Management Optimization | 2022-10-26 | Paper |
Survey on multi-period mean-variance portfolio selection model
Journal of the Operations Research Society of China | 2022-09-27 | Paper |
Free boundary problem for an optimal investment problem with a borrowing constraint
Journal of Industrial and Management Optimization | 2022-06-09 | Paper |
Optimal consumption and life insurance under shortfall aversion and a drawdown constraint
(available as arXiv preprint) | 2022-06-07 | Paper |
Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk
Journal of Industrial and Management Optimization | 2022-02-16 | Paper |
Optimal control for discrete-time NCSs with input delay and Markovian packet losses: hold-input case
Automatica | 2021-11-19 | Paper |
Mean-field linear-quadratic stochastic differential games in an infinite horizon
ESAIM: Control, Optimisation and Calculus of Variations | 2021-09-23 | Paper |
Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system
ESAIM: Control, Optimisation and Calculus of Variations | 2021-09-23 | Paper |
Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system
Applied Mathematics and Optimization | 2021-08-11 | Paper |
Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem
Operations Research Letters | 2021-04-07 | Paper |
A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application
International Journal of Control | 2021-03-18 | Paper |
A stochastic maximum principle for partially observed stochastic control systems with delay
Systems & Control Letters | 2021-01-06 | Paper |
Anticipated backward stochastic differential equations with quadratic growth
Journal of Differential Equations | 2020-11-03 | Paper |
Indefinite mean-field type linear-quadratic stochastic optimal control problems
Automatica | 2020-11-03 | Paper |
| Optimal control and stablilization for linear continuous-time mean-field systems with delay | 2020-10-15 | Paper |
Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection
IEEE Transactions on Automatic Control | 2020-10-07 | Paper |
An optimal investment problem with nonsmooth and nonconcave utility over a finite time horizon
SIAM Journal on Financial Mathematics | 2020-06-08 | Paper |
On continuous-time constrained stochastic linear-quadratic control
Automatica | 2020-04-17 | Paper |
Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability
Probability, Uncertainty and Quantitative Risk | 2020-02-17 | Paper |
Mean field game for linear-quadratic stochastic recursive systems
Systems & Control Letters | 2019-12-05 | Paper |
Linear quadratic optimal control problems for mean-field backward stochastic differential equations
Applied Mathematics and Optimization | 2019-08-13 | Paper |
Optimal stopping investment with non-smooth utility over an infinite time horizon
Journal of Industrial and Management Optimization | 2019-06-21 | Paper |
| Optimal Control of Markov Regime-Switching Stochastic Recursive Utilities | 2019-04-18 | Paper |
Data-driven robust mean-CVaR portfolio selection under distribution ambiguity
Quantitative Finance | 2019-03-06 | Paper |
| Financial Mathematics, Derivatives and Structured Products | 2019-02-15 | Paper |
Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem
SIAM Journal on Control and Optimization | 2019-02-08 | Paper |
A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints
Journal of Industrial and Management Optimization | 2019-02-05 | Paper |
Continuous-time Markowitz's model with constraints on wealth and portfolio
Operations Research Letters | 2019-01-15 | Paper |
Diffusion processes of fragmentary information on scale-free networks
Physica A | 2018-11-13 | Paper |
Dynamic asset-liability management in a Markov market with stochastic cash flows
Quantitative Finance | 2018-11-13 | Paper |
Linear quadratic mean field game with control input constraint
ESAIM: Control, Optimisation and Calculus of Variations | 2018-11-07 | Paper |
An optimization model of multi-intersection signal control for trunk road under collaborative information
Journal of Control Science and Engineering | 2018-10-15 | Paper |
A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time
Operations Research Letters | 2018-09-28 | Paper |
Equilibrium Solutions of Multi-Period Mean-Variance Portfolio Selection
(available as arXiv preprint) | 2018-03-22 | Paper |
Real options approach for fashionable and perishable products using stock loan with regime switching
Annals of Operations Research | 2018-02-16 | Paper |
Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems
Systems & Control Letters | 2018-01-23 | Paper |
Homoclinic solutions for Rayleigh type p-Laplacian equations with a deviating argument
Afrika Matematika | 2018-01-22 | Paper |
A stochastic control problem and related free boundaries in finance
Mathematical Control and Related Fields | 2017-10-20 | Paper |
Improve microwave quantum illumination via optical parametric amplifier
Annals of Physics | 2017-10-16 | Paper |
Better than pre-committed optimal mean-variance policy in a jump diffusion market
Mathematical Methods of Operations Research | 2017-10-09 | Paper |
Optimal investment with stopping in finite horizon
Journal of Inequalities and Applications | 2017-09-26 | Paper |
A Memory-Efficient Implementation of TLM-Based Adjoint Sensitivity Analysis
IEEE Transactions on Antennas and Propagation | 2017-09-08 | Paper |
Maximum Principles for a Class of Partial Information Risk-Sensitive Optimal Controls
IEEE Transactions on Automatic Control | 2017-08-25 | Paper |
System Uncertainty and Statistical Detection for Jump-diffusion Models
IEEE Transactions on Automatic Control | 2017-08-25 | Paper |
Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset
Journal of Industrial and Management Optimization | 2017-05-22 | Paper |
| Homoclinic solutions for prescribed mean curvature p-Laplacian equations with delays | 2017-05-17 | Paper |
Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon
IEEE Transactions on Automatic Control | 2017-05-03 | Paper |
Mean-Field Linear-Quadratic-Gaussian (LQG) Games for Stochastic Integral Systems
IEEE Transactions on Automatic Control | 2017-05-03 | Paper |
| Equilibrium for Time-Inconsistent Stochastic Linear--Quadratic Control under Constraint | 2017-03-28 | Paper |
The correlated two-photon transport in a one-dimensional waveguide coupling to a hybrid atom-optomechanical system
International Journal of Theoretical Physics | 2017-03-28 | Paper |
| On Time-Consistent Solution to Time-Inconsistent Linear-Quadratic Optimal Control of Discrete-Time Stochastic Systems | 2017-03-06 | Paper |
| Impact of discontinuous immunization strategy on an SIR computer virus model | 2017-01-06 | Paper |
Multi-period defined contribution pension funds investment management with regime-switching and mortality risk
Insurance Mathematics & Economics | 2016-12-14 | Paper |
Solution for inverse kinematics and research for the singularity of the 6R robot
Journal of Anhui Normal University. Natural Science | 2016-10-06 | Paper |
Innovative menu of contracts for coordinating a supply chain with multiple mean-variance retailers
European Journal of Operational Research | 2016-10-06 | Paper |
Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems
SIAM Journal on Control and Optimization | 2016-09-14 | Paper |
Mean-field stochastic linear-quadratic optimal control with Markov jump parameters
Systems & Control Letters | 2016-05-27 | Paper |
Necessary condition for near optimal control of linear forward-backward stochastic differential equations
International Journal of Control | 2016-04-05 | Paper |
Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case
Automatica | 2015-11-26 | Paper |
A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon
Mathematical Control and Related Fields | 2015-11-02 | Paper |
A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction
European Journal of Operational Research | 2015-07-28 | Paper |
| Optimal Investment Stopping Problem with Nonsmooth Utility in Finite Horizon | 2015-07-03 | Paper |
Discrete time mean-field stochastic linear-quadratic optimal control problems
Automatica | 2015-06-25 | Paper |
Optimal multi-period mean-variance policy under no-shorting constraint
European Journal of Operational Research | 2015-02-03 | Paper |
A mixed linear quadratic optimal control problem with a controlled time horizon
Applied Mathematics and Optimization | 2014-09-10 | Paper |
Optimal Investment with Stopping in Finite Horizon
(available as arXiv preprint) | 2014-06-26 | Paper |
On an exact penalty function method for semi-infinite programming problems
Journal of Industrial and Management Optimization | 2014-05-16 | Paper |
| Mean-Variance Policy for Discrete-time Cone Constrained Markets: The Consistency in Efficiency and Minimum-Variance Signed Supermartingale Measure | 2014-03-04 | Paper |
Consensus seeking in multi-agent systems with multiplicative measurement noises
Systems & Control Letters | 2013-12-02 | Paper |
Numerical study of magnetoacoustic signal generation with magnetic induction based on inhomogeneous conductivity anisotropy
Computational & Mathematical Methods in Medicine | 2013-11-21 | Paper |
Saddle points of discrete Markov zero-sum game with stopping
Automatica | 2013-07-31 | Paper |
Forward-backward linear quadratic stochastic optimal control problem with delay
Systems & Control Letters | 2012-09-14 | Paper |
New exact penalty function for solving constrained finite min-max problems
Applied Mathematics and Mechanics. (English Edition) | 2012-03-13 | Paper |
A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets
Annals of Finance | 2012-03-06 | Paper |
Dynamic portfolio selection under capital-at-risk with no short-selling constraints
International Journal of Theoretical and Applied Finance | 2011-11-22 | Paper |
Supply chain coordination with risk sensitive retailer under target sales rebate
Automatica | 2011-10-27 | Paper |
Near-optimal control for stochastic recursive problems
Systems & Control Letters | 2011-04-08 | Paper |
Continuous time portfolio selection under conditional capital at risk
Journal of Probability and Statistics | 2010-12-01 | Paper |
| scientific article; zbMATH DE number 5811092 (Why is no real title available?) | 2010-11-05 | Paper |
| An ant colony algorithm with fuzzy adaptive survival and its convergence | 2010-11-05 | Paper |
Near-optimal control problems for linear forward-backward stochastic systems
Automatica | 2010-07-13 | Paper |
Fuzzy dependent-chance programming using ant colony optimization algorithm and its convergence
Acta Automatica Sinica | 2010-07-08 | Paper |
Dynamic mean-variance portfolio selection with borrowing constraint
European Journal of Operational Research | 2010-03-19 | Paper |
| A new control strategy of UPQC by using simplified \(p\)-\(q\)-\(r\) theory | 2009-03-06 | Paper |
On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices
Computers & Operations Research | 2007-10-10 | Paper |
Continuous-time mean-variance efficiency: the 80\% rule
The Annals of Applied Probability | 2007-08-06 | Paper |
| scientific article; zbMATH DE number 5081570 (Why is no real title available?) | 2007-01-04 | Paper |
Indefinite stochastic LQ controls with Markovian jumps in a finite time horizon
Communications in Information and Systems | 2006-03-16 | Paper |
| scientific article; zbMATH DE number 2229681 (Why is no real title available?) | 2005-11-16 | Paper |
| scientific article; zbMATH DE number 2229682 (Why is no real title available?) | 2005-11-16 | Paper |
| scientific article; zbMATH DE number 2229689 (Why is no real title available?) | 2005-11-16 | Paper |
| scientific article; zbMATH DE number 2229696 (Why is no real title available?) | 2005-11-16 | Paper |
| scientific article; zbMATH DE number 2190117 (Why is no real title available?) | 2005-08-01 | Paper |
| scientific article; zbMATH DE number 2009828 (Why is no real title available?) | 2003-11-26 | Paper |
Indefinite stochastic linear quadratic control with Markovian jumps in infinite time horizon
Journal of Global Optimization | 2003-09-15 | Paper |
Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints
SIAM Journal on Control and Optimization | 2002-06-23 | Paper |
Some results on the commutativity of matrix products in Minkowski inner product spaces.
Natural Science Journal of Harbin Normal University | 2001-10-21 | Paper |
| scientific article; zbMATH DE number 1264134 (Why is no real title available?) | 1999-05-18 | Paper |
| scientific article; zbMATH DE number 1264749 (Why is no real title available?) | 1999-03-16 | Paper |
| scientific article; zbMATH DE number 1014533 (Why is no real title available?) | 1997-05-28 | Paper |
| scientific article; zbMATH DE number 817589 (Why is no real title available?) | 1996-07-07 | Paper |
| scientific article; zbMATH DE number 817572 (Why is no real title available?) | 1995-12-12 | Paper |
Stochastic linear quadratic optimal control problems with regime-switching jumps in infinite horizon
(available as arXiv preprint) | N/A | Paper |
Two system transformation data-driven algorithms for linear quadratic mean-field games
(available as arXiv preprint) | N/A | Paper |
Infinite horizon stochastic recursive control problems with jumps: dynamic programming and stochastic verification theorems
(available as arXiv preprint) | N/A | Paper |
