| Publication | Date of Publication | Type |
|---|
Terminal perturbation for McKean-Vlasov BSDE with regime switching and application to finance
Mathematics and Financial Economics | 2026-03-24 | Paper |
Stochastic recursive optimal control of McKean-Vlasov type: a viscosity solution approach
Journal of Differential Equations | 2024-10-08 | Paper |
H-representation to stochastic observability conservation by output feedback and Gramian bounds
Asian Journal of Control | 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
Systems & Control Letters | 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
Journal of Systems Science and Complexity | 2022-08-19 | Paper |
Global solutions of stochastic Stackelberg differential games under convex control constraint
Systems & Control Letters | 2021-11-10 | Paper |
A BSDE approach to stochastic linear quadratic control problem
Optimal Control Applications & Methods | 2021-10-28 | Paper |
Stability analysis of the Kalman predictor
International Journal of Control | 2021-10-20 | Paper |
Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs
Acta Mathematicae Applicatae Sinica. English Series | 2021-05-11 | Paper |
Singular optimal controls for stochastic recursive systems under convex control constraint
Journal of Mathematical Analysis and Applications | 2021-03-04 | Paper |
Necessary condition for optimal control of doubly stochastic systems
Mathematical Control and Related Fields | 2020-08-28 | Paper |
Mean field game for linear-quadratic stochastic recursive systems
Systems & Control Letters | 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
Journal of Differential Equations | 2019-03-14 | Paper |
Near-optimal control of stochastic recursive systems via viscosity solution
Journal of Optimization Theory and Applications | 2018-09-04 | Paper |
The viability property for path-dependent SDE under open constraints
(available as arXiv preprint) | 2016-08-10 | Paper |
Necessary condition for near optimal control of linear forward-backward stochastic differential equations
International Journal of Control | 2016-04-05 | Paper |
Observability conservation by output feedback and observability Gramian bounds
Automatica | 2015-12-21 | Paper |
Asymptotic properties of coupled forward-backward stochastic differential equations
Stochastics and Dynamics | 2014-07-18 | Paper |
Stochastic verification theorem of forward-backward controlled systems for viscosity solutions
Systems & Control Letters | 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
ESAIM: Control, Optimisation and Calculus of Variations | 2011-12-19 | Paper |
Maximum principle for forward-backward doubly stochastic control systems and applications
ESAIM: Control, Optimisation and Calculus of Variations | 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
(available as arXiv preprint) | N/A | Paper |
