Rundong Xu
From MaRDI portal
Person:5081644
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 BSDE approach to the asymmetric risk-sensitive optimization and its applications | 2023-05-16 | Paper |
| A modified method of successive approximations for stochastic recursive optimal control problems SIAM Journal on Control and Optimization | 2022-09-29 | Paper |
| Global Convergence of Successive Approximations for Non-convex Stochastic Optimal Control Problems | 2022-07-05 | Paper |
| A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators SIAM Journal on Control and Optimization | 2022-06-17 | Paper |
| A Stochastic Maximum Principle for Forward-backward Stochastic Control Systems with Quadratic Generators and Sample-wise Constraints | 2020-10-29 | Paper |
Research outcomes over time
This page was built for person: Rundong Xu
