Yan Wang

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty Applied Mathematical Modelling	2020-02-12	Paper
Stochastic maximum principle for partial information optimal control problem of forward-backward systems involving classical and impulse controls Abstract and Applied Analysis	2019-02-14	Paper
Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer Journal of Industrial and Management Optimization	2019-02-05	Paper
Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information Journal of Optimization Theory and Applications	2018-11-27	Paper
Stability analysis of stochastic fuzzy Markovian jumping neural networks with leakage delay under impulsive perturbations Journal of the Franklin Institute	2018-08-15	Paper
A maximum principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems Asian Journal of Control	2016-03-17	Paper
A stochastic model for microbial fermentation process under Gaussian white noise environment Numerical Algebra, Control and Optimization	2015-11-18	Paper
New stability results of neutral-type neural networks with continuously distributed delays and impulses International Journal of Computer Mathematics	2014-11-28	Paper
Nonzero-sum stochastic differential game between controller and stopper for jump diffusions Abstract and Applied Analysis	2013-09-19	Paper

Research outcomes over time

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