| Publication | Date of Publication | Type |
|---|
| Mean-field ranking games with diffusion control | 2024-11-01 | Paper |
| Peer effect and dynamic ALM games among insurers | 2024-11-01 | Paper |
| Optimal controls for forward-backward stochastic differential equations: time-inconsistency and time-consistent solutions | 2024-09-04 | Paper |
| Large ranking games with diffusion control | 2024-06-27 | Paper |
| A mean field game approach to optimal investment and risk control for competitive insurers | 2024-05-24 | Paper |
| Relative wealth concerns with partial information and heterogeneous priors | 2024-05-22 | Paper |
| Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors | 2024-02-23 | Paper |
| Decoding Mean Field Games from Population and Environment Observations By Gaussian Processes | 2023-12-07 | Paper |
| Linear-quadratic Mean Field Control with Non-convex Data | 2023-11-30 | Paper |
| Binary funding impacts in derivative valuation | 2023-09-27 | Paper |
| A new Mertens decomposition of \(\mathscr{Y}^{g , \xi} \)-submartingale systems. Application to BSDEs with weak constraints at stopping times | 2023-09-15 | Paper |
| Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations | 2023-08-23 | Paper |
| Robust Control Problems of BSDEs Coupled with Value Functions | 2023-08-15 | Paper |
| Linear-quadratic mean field games of controls with non-monotone data | 2023-05-16 | Paper |
| Mean field portfolio games | 2022-12-28 | Paper |
| Backward stochastic differential equations and backward stochastic Volterra integral equations with anticipating generators | 2022-11-16 | Paper |
| Optimal Controls for Forward-Backward Stochastic Differential Equations: Time-Inconsistency and Time-Consistent Solutions | 2022-09-19 | Paper |
| The Discovery of Dynamics via Linear Multistep Methods and Deep Learning: Error Estimation | 2022-08-17 | Paper |
| New analytic solutions to 2D transient heat conduction problems with/without heat sources in the symplectic space | 2022-08-15 | Paper |
| New analytic thermal buckling solutions of non-Lévy-type functionally graded rectangular plates by the symplectic superposition method | 2022-07-18 | Paper |
| Observer-based synchronization of memristive neural networks under DoS attacks and actuator saturation and its application to image encryption | 2022-05-19 | Paper |
| Numerical methods for mean field games based on Gaussian processes and Fourier features | 2022-05-11 | Paper |
| SelectNet: self-paced learning for high-dimensional partial differential equations | 2022-04-25 | Paper |
| Portfolio liquidation under factor uncertainty | 2022-03-21 | Paper |
| Event-triggered leader-following consensus of multiple mechanical systems with switched dynamics | 2022-02-08 | Paper |
| Numerical methods for Mean field Games based on Gaussian Processes and Fourier Features | 2021-12-10 | Paper |
| Disturbance observer-based backstepping formation control of multiple quadrotors with asymmetric output error constraints | 2021-11-16 | Paper |
| On new buckling solutions of moderately thick rectangular plates by the symplectic superposition method within the Hamiltonian-system framework | 2021-11-11 | Paper |
| Corrigendum to: ``Second-order reflected backward stochastic differential equations and ``Second-order BSDEs with general reflection and game options under uncertainty | 2021-11-04 | Paper |
| Gambling for resurrection and the heat equation on a triangle | 2021-10-19 | Paper |
| Robust exploratory mean-variance problem with drift uncertainty | 2021-08-09 | Paper |
| On the symplectic superposition method for new analytic bending, buckling, and free vibration solutions of rectangular nanoplates with all edges free | 2021-04-16 | Paper |
| Exponential multistability of memristive Cohen-Grossberg neural networks with stochastic parameter perturbations | 2021-03-16 | Paper |
| The effects of outward FDI and export on firm productivity in emerging markets: evidence from matching approach | 2020-11-04 | Paper |
| Sampled-data leader-following consensus of nonlinear multi-agent systems subject to impulsive perturbations | 2020-10-22 | Paper |
| Horizon-unbiased investment with ambiguity | 2020-06-25 | Paper |
| A Risk-Sharing Framework of Bilateral Contracts | 2020-06-08 | Paper |
| Bank monitoring incentives under moral hazard and adverse selection | 2020-02-26 | Paper |
| SelectNet: Self-paced Learning for High-dimensional Partial Differential Equations | 2020-01-14 | Paper |
| Accurate bending analysis of rectangular thin plates with corner supports by a unified finite integral transform method | 2020-01-08 | Paper |
| Second-Order Stochastic Target Problems with Generalized Market Impact | 2019-12-11 | Paper |
| Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs | 2019-07-08 | Paper |
| Second-order BSDE under monotonicity condition and liquidation problem under uncertainty | 2019-05-22 | Paper |
| Two-dimensional generalized finite integral transform method for new analytic bending solutions of orthotropic rectangular thin foundation plates | 2019-04-26 | Paper |
| Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors | 2018-11-28 | Paper |
| The sustainable Black-Scholes equations | 2018-11-19 | Paper |
| A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations | 2018-06-01 | Paper |
| Stochastic control for a class of nonlinear kernels and applications | 2018-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3132212 | 2018-01-29 | Paper |
| Nonlinear dynamic behaviors of rod fastening rotor-hydrodynamic journal bearing system | 2016-07-28 | Paper |
| Quadratic BSDEs with jumps: related nonlinear expectations | 2016-06-03 | Paper |
| Second-order BSDEs with jumps: formulation and uniqueness | 2015-10-20 | Paper |
| Quadratic BSDEs with jumps: a fixed-point approach | 2015-08-07 | Paper |
| Second order BSDEs with jumps: existence and probabilistic representation for fully-nonlinear PIDEs | 2015-08-07 | Paper |
| ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL | 2015-04-24 | Paper |
| The obstacle problem for semilinear parabolic partial integro-differential equations | 2015-01-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5166041 | 2014-06-30 | Paper |
| Second order backward stochastic differential equations with quadratic growth | 2014-04-28 | Paper |
| Second order reflected backward stochastic differential equations | 2014-01-17 | Paper |
| Research on a New System with Neglected or Delayed Failure Impact | 2013-06-25 | Paper |
| Photoionization of Ne-like Ca XI | 2013-05-22 | Paper |
| The practical research on flood risk analysis based on IIOSM and fuzzy \(\alpha \)-cut technique | 2012-12-07 | Paper |
| A Multi-robot Dynamic Following Approach Based on Local Sensing | 2011-07-19 | Paper |
| A marsupial robotic fish team: design, motion and cooperation | 2011-06-24 | Paper |
| The Design and Path Planning of a Miniature Biomimetic Robotic Fish | 2009-07-22 | Paper |
| A miniature biomimetic robotic fish and its realtime path planning | 2008-09-25 | Paper |
| Dynamic Coalition Portfolio Selection with Recursive Utility | N/A | Paper |
