Rundong Xu

Available identifiers

zbMath Open xu.rundongMaRDI QIDQ5081644

List of research outcomes

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	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	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

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