Huai-nian Zhu

Available identifiers

zbMath Open zhu.huainianMaRDI QIDQ300736

List of research outcomes

Publication	Date of Publication	Type
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
https://portal.mardi4nfdi.de/entity/Q2926699	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
https://portal.mardi4nfdi.de/entity/Q2886026	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

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
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This page was built for person: Huai-nian Zhu