Huainian Zhu

Available identifiers

zbMath Open zhu.huainianMaRDI QIDQ300736

List of research outcomes

Publication	Date of Publication	Type
Non-zero-sum stochastic differential games on investment, consumption and proportional reinsurance	2024-05-14	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 reinsurance and investment game between two mean-variance insurers under the CEV model	2021-12-10	Paper
https://portal.mardi4nfdi.de/entity/Q3381547	2021-09-29	Paper
https://portal.mardi4nfdi.de/entity/Q5153457	2021-09-29	Paper
Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks	2020-07-16	Paper
https://portal.mardi4nfdi.de/entity/Q4624756	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
https://portal.mardi4nfdi.de/entity/Q3132217	2018-01-29	Paper
https://portal.mardi4nfdi.de/entity/Q5371419	2017-10-20	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
https://portal.mardi4nfdi.de/entity/Q5399717	2014-02-28	Paper
Saddle-point equilibrium of quadratic differential game for singular bilinear systems	2012-06-01	Paper
Saddle-Point Equilibrium of Bilinear Itô Stochastic Differential Games	2011-12-02	Paper
https://portal.mardi4nfdi.de/entity/Q3016849	2011-07-19	Paper

Research outcomes over time

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