Liangquan Zhang

Available identifiers

zbMath Open zhang.liangquanMaRDI QIDQ450795

List of research outcomes

Publication	Date of Publication	Type
Mean-variance portfolio selection under no-shorting rules: a BSDE approach	2023-07-13	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
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
Maximum principle for forward-backward doubly stochastic control systems and applications	2011-12-19	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
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