Chengke Zhang

Available identifiers

zbMath Open zhang.chengkeMaRDI QIDQ300735

List of research outcomes

Publication	Date of Publication	Type
Infinite-time partially observed nonzero-sum bilinear affine-quadratic stochastic differential game and its application to competitive advertising	2024-08-06	Paper
Linear quadratic nonzero-sum stochastic differential game of a partially observed Markov jump linear systems	2024-07-25	Paper
Partially-observed bilinear nonzero-sum stochastic differential game with affine-quadratic discounted payoff and application to competitive advertising	2024-06-17	Paper
Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model	2023-07-13	Paper
Robust stochastic Stackelberg differential reinsurance and investment games for an insurer and a reinsurer with delay	2022-06-03	Paper
Non-zero sum differential game for stochastic Markovian jump systems with partially unknown transition probabilities	2021-10-21	Paper
Robust optimal control for derivative-based investment under the Heston model	2021-09-29	Paper
Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks	2020-07-16	Paper
Stochastic differential game for linear Markov switching system with Poisson jumps and its application to financial market	2019-02-22	Paper
Game approach for \(H_\infty\) robust control strategy to follow the production in the singularly perturbed bilinear dynamic input-output systems	2018-11-05	Paper
Finite horizon linear quadratic dynamic games for discrete-time stochastic systems with $N$-players	2018-10-02	Paper
Nash games of singular stochastic Markov jump systems with \(N\) decision makers	2018-01-29	Paper
Linear quadratic stochastic Stackelberg games for discrete-time Markov jump systems	2017-10-20	Paper
Stochastic zero-sum games and \(H_\infty\) control of discrete-time Markov jump systems with state and control-dependent noise	2017-10-20	Paper
Nash equilibrium of bilinear Itô-Poisson stochastic differential games	2016-06-30	Paper
Non-cooperative stochastic differential game theory of generalized linear Markov jump systems	2016-06-28	Paper
Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise	2015-01-27	Paper
Linear quadratic zero-sum stochastic differential games with Markov regime switching	2014-11-03	Paper
Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application	2014-04-17	Paper
Linear quadratic stochastic Nash differential games and mixed \(H_2/H_\infty\) control for Markov jump linear systems	2014-02-28	Paper
Saddle-point equilibrium of quadratic differential game for singular bilinear systems	2012-06-01	Paper
Saddle-point equilibrium of bilinear Itō stochastic differential games	2011-12-02	Paper
An iterative algorithm for saddle-point equilibrium of continuous bilinear system	2011-07-19	Paper
Decentralized adaptive tracking for a class of Itô stochastic nonlinear large-scale systems	2010-11-05	Paper
Decentralized output feedback control for stochastic large-scale systems with time-varying delays	2010-07-08	Paper
https://portal.mardi4nfdi.de/entity/Q4543357	2002-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4795659	2002-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4311772	1995-05-01	Paper

Research outcomes over time

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