| Publication | Date of Publication | Type |
|---|
Stochastic differential games on investment, consumption and proportional reinsurance under the CEV model
Journal of Industrial and Management Optimization | 2026-02-27 | Paper |
Non-zero-sum stochastic differential games on investment, consumption and proportional reinsurance
Journal of Industrial and Management Optimization | 2024-05-14 | Paper |
Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model
Methodology and Computing in Applied Probability | 2023-07-13 | Paper |
Robust stochastic Stackelberg differential reinsurance and investment games for an insurer and a reinsurer with delay
Methodology and Computing in Applied Probability | 2022-06-03 | Paper |
Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model
Optimization | 2021-12-10 | Paper |
| Robust optimal control for derivative-based investment under the Heston model | 2021-09-29 | Paper |
| Non-zero-sum investment and reinsurance game with delay effect and mean-variance utility | 2021-09-29 | Paper |
Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks
Journal of Industrial and Management Optimization | 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
Mathematical Problems in Engineering | 2018-11-05 | Paper |
Finite horizon linear quadratic dynamic games for discrete-time stochastic systems with $N$-players
Operations Research Letters | 2018-10-02 | Paper |
| Nash games of singular stochastic Markov jump systems with \(N\) decision makers | 2018-01-29 | 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 |
Non-cooperative stochastic differential game theory of generalized linear Markov jump systems
Studies in Systems, Decision and Control | 2016-06-28 | Paper |
Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise
Journal of the Operations Research Society of China | 2015-01-27 | Paper |
Linear quadratic zero-sum stochastic differential games with Markov regime switching
Journal of Systems Science and Mathematical Sciences | 2014-11-03 | Paper |
Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application
International Journal of Systems Science. Principles and Applications of Systems and Integration | 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
Operations Research Transactions | 2012-06-01 | Paper |
Saddle-point equilibrium of bilinear Itō stochastic differential games
Communications in Computer and Information Science | 2011-12-02 | Paper |
| An iterative algorithm for saddle-point equilibrium of continuous bilinear system | 2011-07-19 | Paper |
