| Publication | Date of Publication | Type |
|---|
Joint promotional effort and assortment optimization under the multinomial logit model
Naval Research Logistics | 2024-11-05 | Paper |
Maximum principle for stochastic control system with elephant memory and jump diffusion
Journal of Systems Science and Complexity | 2024-08-29 | Paper |
Rectified Brownian transport driven by a spatio-temporal colored noise
Chinese Journal of Physics (Taipei) | 2024-05-08 | Paper |
Individual and mass behavior in large population forward–backward stochastic control problems: Centralized and Nash equilibrium solutions
Optimal Control Applications & Methods | 2021-10-28 | Paper |
Linear quadratic nonzero sum differential games with asymmetric information
Mathematical Problems in Engineering | 2019-02-08 | Paper |
A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information
Automatica | 2019-02-05 | Paper |
An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation
Automatica | 2017-11-17 | Paper |
The maximum principle for partially observed optimal control of forward-backward stochastic systems with random jumps
Journal of Systems Science and Complexity | 2016-06-29 | Paper |
Partial Information Differential Games for Mean-Field SDEs
| 2016-01-08 | Paper |
Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance
Journal of Optimization Theory and Applications | 2015-06-05 | Paper |
Optimality conditions for optimal control of jump-diffusion SDEs with correlated observations noises
Mathematical Problems in Engineering | 2014-11-24 | Paper |
A necessary condition for optimal control of~initial coupled forward-backward stochastic differential equations with~partial information
Journal of Applied Mathematics and Computing | 2014-07-15 | Paper |
A kind of linear quadratic non-zero sum differential game of backward stochastic differential equation with asymmetric information
| 2014-07-01 | Paper |
Differential games of partial information forward-backward doubly SDE and applications
ESAIM: Control, Optimisation and Calculus of Variations | 2014-03-24 | Paper |
Mean Field Linear-Quadratic-Gaussian (LQG) Games of Forward-Backward Stochastic Differential Equations
| 2013-11-07 | Paper |
Maximum principle for differential games of forward-backward stochastic systems with applications
Journal of Mathematical Analysis and Applications | 2011-10-21 | Paper |
Multi-dimensional reflected backward stochastic differential equations and the comparison theorem
Acta Mathematica Scientia. Series B. (English Edition) | 2011-09-29 | Paper |
Parameter-dependent photon echo induced in CdSe/ZnS quantum dot quantum well
Physics Letters. A | 2011-09-06 | Paper |
The filtering equations of forward-backward stochastic systems with random jumps and applications to partial information stochastic optimal control
Stochastic Analysis and Applications | 2011-01-13 | Paper |
Continuous dependence of the solution of multi-dimensional reflected backward stochastic differential equations on parameters
| 2008-04-04 | Paper |
scientific article; zbMATH DE number 2115949 (Why is no real title available?)
| 2004-11-16 | Paper |
A NEW TIME-STEPPING SCHEME FOR THE NETWORK MODELLING OF DIFFUSION
| 1997-04-27 | Paper |
