Liangquan Zhang

Available identifiers

zbMath Open zhang.liangquanMaRDI QIDQ450795

List of research outcomes

Publication	Date of Publication	Type
Stochastic recursive optimal control of McKean-Vlasov type: a viscosity solution approach	2024-10-08	Paper
H-representation to stochastic observability conservation by output feedback and Gramian bounds	2024-08-06	Paper
Dynamic Programming for Indefinite Stochastic McKean-Vlasov LQ Control Problem under Input Constraints	2023-10-04	Paper
Mean-variance portfolio selection under no-shorting rules: a BSDE approach	2023-07-13	Paper
Stochastic Recursive Optimal Control of McKean-Vlasov Type: A Viscosity Solution Approach	2023-07-03	Paper
A BSDE approach to stochastic differential games involving impulse controls and HJBI equation	2022-08-19	Paper
Global solutions of stochastic Stackelberg differential games under convex control constraint	2021-11-10	Paper
A BSDE approach to stochastic linear quadratic control problem	2021-10-28	Paper
Stability analysis of the Kalman predictor	2021-10-20	Paper
Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs	2021-05-11	Paper
Singular optimal controls for stochastic recursive systems under convex control constraint	2021-03-04	Paper
Necessary condition for optimal control of doubly stochastic systems	2020-08-28	Paper
Mean field game for linear-quadratic stochastic recursive systems	2019-12-05	Paper
Optimal Control of Markov Regime-Switching Stochastic Recursive Utilities	2019-04-18	Paper
Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality	2019-03-14	Paper
Near-optimal control of stochastic recursive systems via viscosity solution	2018-09-04	Paper
The Viability Property for Path-dependent SDE under Open Constraints	2016-08-10	Paper
Necessary condition for near optimal control of linear forward–backward stochastic differential equations	2016-04-05	Paper
Observability conservation by output feedback and observability Gramian bounds	2015-12-21	Paper
Asymptotic properties of coupled forward–backward stochastic differential equations	2014-07-18	Paper
Stochastic verification theorem of forward-backward controlled systems for viscosity solutions	2012-09-14	Paper
Stochastic Maximum Principle for Mean-field Controls and Non-Zero Sum Mean-field Game Problems for Forward-Backward Systems	2012-07-18	Paper
The Relaxed Stochastic Maximum Principle in the Mean-field Singular Controls	2012-02-19	Paper
Maximum principle for forward-backward doubly stochastic control systems and applications	2011-12-19	Paper
Large Deviation for Reflected Backward Stochastic Differential Equations	2011-11-30	Paper
General Doubly Stochastic Maximum Principle and Its Applications to Optimal Control of SPDEs	2010-09-30	Paper
Comparison Theorem of Multi-dimensional Backward Doubly Stochastic Differential Equations on Infinite Horizon	2010-05-22	Paper
Comparison Theorems of Infinite Horizon Forward-Backward Stochastic Differential Equations	2010-05-22	Paper
Zero Noise Selections of Multidimensional Peano Phenomena	N/A	Paper

Research outcomes over time

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