Tianyang Nie

Available identifiers

zbMath Open nie.tianyangMaRDI QIDQ331355

List of research outcomes

Publication	Date of Publication	Type
Incomplete information mean-field games and related Riccati equations	2024-12-27	Paper
Linear-quadratic delayed mean-field social optimization	2024-01-04	Paper
A maximum principle for discrete-time stochastic optimal control problemE20 with delay	2023-11-14	Paper
Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach	2023-07-13	Paper
Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem	2023-07-13	Paper
Incomplete Information Linear-Quadratic Mean-Field Games and Related Riccati Equations	2023-07-03	Paper
The stochastic maximum principle for relaxed control problem with regime-switching	2022-12-02	Paper
Reflected and doubly reflected BSDEs driven by RCLL martingales	2022-09-30	Paper
Maximum principle for discrete-time stochastic control problem of mean-field type	2022-08-23	Paper
Maximum principle for general partial information nonzero sum stochastic differential games and applications	2022-06-30	Paper
Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales	2022-06-03	Paper
Extended mean-field control problem with partial observation	2022-03-29	Paper
American options in nonlinear markets	2021-07-21	Paper
Existence, uniqueness and strict comparison theorems for backward stochastic differential equations driven by RCLL martingales	2021-03-16	Paper
Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints	2018-08-07	Paper
Fair bilateral pricing under funding costs and exogenous collateralization	2018-05-25	Paper
Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case	2017-11-02	Paper
https://portal.mardi4nfdi.de/entity/Q3180923	2017-01-06	Paper
BSDEs Driven by Multidimensional Martingales and Their Applications to Markets with Funding Costs	2016-12-07	Paper
A BSDE approach to fair bilateral pricing under endogenous collateralization	2016-10-27	Paper
Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem	2016-03-23	Paper
Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in Local Case	2016-03-07	Paper
FAIR BILATERAL PRICES IN BERGMAN’S MODEL WITH EXOGENOUS COLLATERALIZATION	2016-01-08	Paper
Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality	2015-07-31	Paper
A stochastic approach to a new type of parabolic variational inequalities	2015-07-29	Paper
Fractional backward stochastic differential equations and fractional backward variational inequalities	2015-05-26	Paper
Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection	2014-08-28	Paper
Deterministic characterization of viability for stochastic differential equation driven by fractional Brownian motion	2013-03-13	Paper
Direct and inverse images for fractional stochastic tangent sets and applications	2010-05-25	Paper

Research outcomes over time

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