| Publication | Date of Publication | Type |
|---|
| Stochastic representation for solutions of a system of coupled HJB-Isaacs equations with integral-differential operators | 2025-01-08 | Paper |
| Solving optimal predictor-feedback control using approximate dynamic programming | 2024-11-04 | Paper |
| Optimal control and stabilization for linear continuous-time mean-field systems with delay | 2024-08-29 | Paper |
| A Comparison of Bayesian Multivariate Versus Univariate Normal Regression Models for Prediction | 2024-06-27 | Paper |
| Optimal consumption with loss aversion and reference to past spending maximum | 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 | 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 |
| Remote weak-signal measurement via bound states in optomechanical systems | 2023-09-21 | Paper |
| Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method | 2023-09-21 | Paper |
| Linear quadratic optimal control for time-delay stochastic system with partial information | 2023-08-10 | Paper |
| Bayesian negative binomial regression model with unobserved covariates for predicting the frequency of north atlantic tropical storms | 2023-07-28 | Paper |
| Mean-variance portfolio selection under no-shorting rules: a BSDE approach | 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 | 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 | 2023-06-26 | Paper |
| Deterministic optimal control for discrete-time systems with multiplicative noises and random coefficients | 2023-06-22 | Paper |
| Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System | 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 | 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 | 2022-10-26 | Paper |
| Survey on multi-period mean-variance portfolio selection model | 2022-09-27 | Paper |
| Free boundary problem for an optimal investment problem with a borrowing constraint | 2022-06-09 | Paper |
| Optimal consumption and life insurance under shortfall aversion and a drawdown constraint | 2022-06-07 | Paper |
| Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk | 2022-02-16 | Paper |
| Optimal control for discrete-time NCSs with input delay and Markovian packet losses: hold-input case | 2021-11-19 | Paper |
| Mean-field linear-quadratic stochastic differential games in an infinite horizon | 2021-09-23 | Paper |
| Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system | 2021-09-23 | Paper |
| Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system | 2021-08-11 | Paper |
| Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem | 2021-04-07 | Paper |
| A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application | 2021-03-18 | Paper |
| A stochastic maximum principle for partially observed stochastic control systems with delay | 2021-01-06 | Paper |
| Anticipated backward stochastic differential equations with quadratic growth | 2020-11-03 | Paper |
| Indefinite mean-field type linear-quadratic stochastic optimal control problems | 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 | 2020-10-07 | Paper |
| An Optimal Investment Problem with Nonsmooth and Nonconcave Utility over a Finite Time Horizon | 2020-06-08 | Paper |
| On continuous-time constrained stochastic linear-quadratic control | 2020-04-17 | Paper |
| Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability | 2020-02-17 | Paper |
| Mean field game for linear-quadratic stochastic recursive systems | 2019-12-05 | Paper |
| Linear quadratic optimal control problems for mean-field backward stochastic differential equations | 2019-08-13 | Paper |
| Optimal stopping investment with non-smooth utility over an infinite time horizon | 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 | 2019-03-06 | Paper |
| Financial Mathematics, Derivatives and Structured Products | 2019-02-15 | Paper |
| Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem | 2019-02-08 | Paper |
| A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints | 2019-02-05 | Paper |
| Continuous-time Markowitz's model with constraints on wealth and portfolio | 2019-01-15 | Paper |
| Diffusion processes of fragmentary information on scale-free networks | 2018-11-13 | Paper |
| Dynamic asset–liability management in a Markov market with stochastic cash flows | 2018-11-13 | Paper |
| Linear quadratic mean field game with control input constraint | 2018-11-07 | Paper |
| An optimization model of multi-intersection signal control for trunk road under collaborative information | 2018-10-15 | Paper |
| A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time | 2018-09-28 | Paper |
| Equilibrium Solutions of Multi-Period Mean-Variance Portfolio Selection | 2018-03-22 | Paper |
| Real options approach for fashionable and perishable products using stock loan with regime switching | 2018-02-16 | Paper |
| Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems | 2018-01-23 | Paper |
| Homoclinic solutions for Rayleigh type \(p\)-Laplacian equations with a deviating argument | 2018-01-22 | Paper |
| A stochastic control problem and related free boundaries in finance | 2017-10-20 | Paper |
| Improve microwave quantum illumination via optical parametric amplifier | 2017-10-16 | Paper |
| Better than pre-committed optimal mean-variance policy in a jump diffusion market | 2017-10-09 | Paper |
| Optimal investment with stopping in finite horizon | 2017-09-26 | Paper |
| A Memory-Efficient Implementation of TLM-Based Adjoint Sensitivity Analysis | 2017-09-08 | Paper |
| Maximum Principles for a Class of Partial Information Risk-Sensitive Optimal Controls | 2017-08-25 | Paper |
| System Uncertainty and Statistical Detection for Jump-diffusion Models | 2017-08-25 | Paper |
| Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset | 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 | 2017-05-16 | Paper |
| Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection | 2017-05-16 | Paper |
| Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon | 2017-05-03 | Paper |
| Mean-Field Linear-Quadratic-Gaussian (LQG) Games for Stochastic Integral Systems | 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 | 2017-03-28 | Paper |
| On Time-Consistent Solution to Time-Inconsistent Linear-Quadratic Optimal Control of Discrete-Time Stochastic Systems | 2017-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3180422 | 2017-01-06 | Paper |
| Multi-period defined contribution pension funds investment management with regime-switching and mortality risk | 2016-12-14 | Paper |
| Innovative menu of contracts for coordinating a supply chain with multiple mean-variance retailers | 2016-10-06 | Paper |
| Solution for inverse kinematics and research for the singularity of the 6R robot | 2016-10-06 | Paper |
| Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems | 2016-09-14 | Paper |
| Mean-field stochastic linear-quadratic optimal control with Markov jump parameters | 2016-05-27 | Paper |
| Necessary condition for near optimal control of linear forward–backward stochastic differential equations | 2016-04-05 | Paper |
| Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case | 2015-11-26 | Paper |
| A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon | 2015-11-02 | Paper |
| A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction | 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 | 2015-06-25 | Paper |
| Optimal multi-period mean-variance policy under no-shorting constraint | 2015-02-03 | Paper |
| A mixed linear quadratic optimal control problem with a controlled time horizon | 2014-09-10 | Paper |
| Optimal Investment with Stopping in Finite Horizon | 2014-06-26 | Paper |
| On an exact penalty function method for semi-infinite programming problems | 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 | 2013-12-02 | Paper |
| Numerical study of magnetoacoustic signal generation with magnetic induction based on inhomogeneous conductivity anisotropy | 2013-11-21 | Paper |
| Saddle points of discrete Markov zero-sum game with stopping | 2013-07-31 | Paper |
| Forward-backward linear quadratic stochastic optimal control problem with delay | 2012-09-14 | Paper |
| New exact penalty function for solving constrained finite min-max problems | 2012-03-13 | Paper |
| A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets | 2012-03-06 | Paper |
| DYNAMIC PORTFOLIO SELECTION UNDER CAPITAL-AT-RISK WITH NO SHORT-SELLING CONSTRAINTS | 2011-11-22 | Paper |
| Supply chain coordination with risk sensitive retailer under target sales rebate | 2011-10-27 | Paper |
| Near-optimal control for stochastic recursive problems | 2011-04-08 | Paper |
| Continuous time portfolio selection under conditional capital at risk | 2010-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3054052 | 2010-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3054330 | 2010-11-05 | Paper |
| Near-optimal control problems for linear forward-backward stochastic systems | 2010-07-13 | Paper |
| Fuzzy Dependent-chance Programming Using Ant Colony Optimization Algorithm and Its Convergence | 2010-07-08 | Paper |
| Dynamic mean-variance portfolio selection with borrowing constraint | 2010-03-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3609841 | 2009-03-06 | Paper |
| On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices | 2007-10-10 | Paper |
| Continuous-time mean-variance efficiency: the 80\% rule | 2007-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3413206 | 2007-01-04 | Paper |
| Indefinite stochastic LQ controls with Markovian jumps in a finite time horizon | 2006-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5704953 | 2005-11-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5704960 | 2005-11-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5704967 | 2005-11-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5704952 | 2005-11-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5462175 | 2005-08-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4434699 | 2003-11-26 | Paper |
| Indefinite stochastic linear quadratic control with Markovian jumps in infinite time horizon | 2003-09-15 | Paper |
| Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints | 2002-06-23 | Paper |
| Some results on the commutativity of matrix products in Minkowski inner product spaces. | 2001-10-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4233041 | 1999-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4233708 | 1999-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4338256 | 1997-05-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4854966 | 1996-07-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4854946 | 1995-12-12 | Paper |
| Stochastic linear quadratic optimal control problems with regime-switching jumps in infinite horizon | N/A | Paper |
| Two system transformation data-driven algorithms for linear quadratic mean-field games | N/A | Paper |
| Infinite horizon stochastic recursive control problems with jumps: dynamic programming and stochastic verification theorems | N/A | Paper |
