Zongyuan Huang

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
A maximum principle for progressive optimal control of mean-field forward-backward stochastic system involving random jumps and impulse controls Asian Journal of Control	2024-08-06	Paper
Second-order necessary condition for partially observed stochastic system with random jumps Systems & Control Letters	2024-05-17	Paper
A maximum principle for progressive optimal control of mean-filed forward-backward stochastic system involving random jumps and impulse controls	2023-05-28	Paper
Quadratic reflected BSDEs and related obstacle problems for PDEs Communications in Statistics: Theory and Methods	2022-06-27	Paper
Optimal portfolio of corporate investment and consumption problem under market closure: inflation case Mathematical Problems in Engineering	2014-11-24	Paper
Pricing and hedging problem of foreign currency option with higher borrowing rate Journal of Systems Science and Complexity	2014-01-27	Paper
An application of dynamic programming principle in corporate international optimal investment and consumption choice problem Mathematical Problems in Engineering	2011-02-09	Paper
Reflected forward-backward stochastic differential equations with continuous monotone coefficients Statistics & Probability Letters	2010-09-24	Paper
Viscosity solutions of multidimensional quasilinear parabolic PDEs	2010-02-12	Paper

Research outcomes over time

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