| Publication | Date of Publication | Type |
|---|
A general maximum principle for optimal control of stochastic differential delay systems
SIAM Journal on Control and Optimization | 2025-01-14 | Paper |
Stackelberg stochastic differential games in feedback information pattern with applications
Dynamic Games and Applications | 2025-01-06 | Paper |
Linear quadratic leader-follower stochastic differential games: closed-loop solvability
Journal of Systems Science and Complexity | 2024-08-29 | Paper |
Closed-loop solvability of linear quadratic mean-field type Stackelberg stochastic differential games
Applied Mathematics and Optimization | 2024-08-20 | Paper |
Mixed leadership stochastic differential game in feedback information pattern with applications
Automatica | 2024-02-13 | Paper |
The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon
ESAIM: Control, Optimisation and Calculus of Variations | 2023-09-05 | Paper |
The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps
SIAM Journal on Control and Optimization | 2023-06-01 | Paper |
| A Risk-Sensitive Global Maximum Principle for Controlled Fully Coupled FBSDEs with Applications | 2023-04-08 | Paper |
| Closed-Loop Solvability of Linear Quadratic Mean-Field Type Stackelberg Stochastic Differential Games | 2023-03-13 | Paper |
| A general maximum principle for optimal control of stochastic differential delay systems | 2023-02-07 | Paper |
| scientific article; zbMATH DE number 7618765 (Why is no real title available?) | 2022-11-17 | Paper |
| A Three-level Stochastic Linear-quadratic Stackelberg Differential Game with Asymmetric Information | 2022-10-21 | Paper |
Stackelberg stochastic differential game with asymmetric noisy observations
International Journal of Control | 2022-10-06 | Paper |
A linear quadratic stochastic Stackelberg differential game with time delay
Mathematical Control and Related Fields | 2022-09-23 | Paper |
Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information
Journal of Systems Science and Complexity | 2022-09-14 | Paper |
| Closed-Loop Solvability of Stochastic Linear-Quadratic Optimal Control Problems with Poisson Jumps | 2022-08-29 | Paper |
Relationship between maximum principle and dynamic programming for forward-backward stochastic differential game with Poisson jumps
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
A linear-quadratic partially observed Stackelberg stochastic differential game with application
Applied Mathematics and Computation | 2022-03-03 | Paper |
A Stackelberg game of backward stochastic differential equations with partial information
Mathematical Control and Related Fields | 2022-01-24 | Paper |
Maximum principle of recursive optimal control problem for forward-backward stochastic delayed system with Poisson jumps
SCIENTIA SINICA Mathematica | 2021-12-17 | Paper |
A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information
Systems & Control Letters | 2021-12-14 | Paper |
A global maximum principle for stochastic optimal control problems with delay and applications
Systems & Control Letters | 2021-11-10 | Paper |
Linear quadratic optimal control problems of delayed backward stochastic differential equations
Applied Mathematics and Optimization | 2021-11-02 | Paper |
\(\varepsilon\)-Nash mean-field games for linear-quadratic systems with random jumps and applications
International Journal of Control | 2021-10-20 | Paper |
Mean-field linear-quadratic stochastic differential games in an infinite horizon
ESAIM: Control, Optimisation and Calculus of Variations | 2021-09-23 | Paper |
Stochastic recursive optimal control problem with mixed delay under viscosity solution's framework
Optimal Control Applications & Methods | 2021-07-22 | Paper |
| Linear Quadratic Leader-follower Stochastic Differential Games: Closed-Loop Solvability | 2021-07-12 | Paper |
Stochastic linear quadratic Stackelberg differential game with overlapping information
ESAIM: Control, Optimisation and Calculus of Variations | 2021-03-17 | Paper |
A Stackelberg game of backward stochastic differential equations with applications
Dynamic Games and Applications | 2021-01-26 | Paper |
| Linear Quadratic Stackelberg Stochastic Differential Games: Closed-Loop Solvability | 2020-12-28 | Paper |
A Linear Quadratic Partially Observed Stackelberg Stochastic Differential Game with Applications
(available as arXiv preprint) | 2020-10-26 | Paper |
| A Linear-Quadratic Stackelberg Differential Game with Mixed Deterministic and Stochastic Controls | 2020-04-01 | Paper |
| A Global Maximum Principle for the Stochastic Optimal Control Problem with Delay | 2019-11-06 | Paper |
| An Optimal Investment Problem under Correlated Noises: Risk-Sensitive Stochastic Control Approach | 2019-02-24 | Paper |
Connection between MP and DPP for stochastic recursive optimal control problems: viscosity solution framework in the general case
SIAM Journal on Control and Optimization | 2017-11-02 | Paper |
A Nonzero Sum Differential Game of BSDE With Time-Delayed Generator and Applications
IEEE Transactions on Automatic Control | 2017-05-03 | Paper |
| The connection between DPP and MP for the fully coupled forward-backward stochastic control systems | 2017-01-06 | Paper |
Stochastic recursive optimal control problem with time delay and applications
Mathematical Control and Related Fields | 2016-03-09 | Paper |
| Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in Local Case | 2016-03-07 | Paper |
Leader-follower stochastic differential game with asymmetric information and applications
Automatica | 2015-12-23 | Paper |
Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure
Stochastics | 2015-07-29 | Paper |
Optimal control for stochastic differential delay equations with Poisson jumps and applications
Random Operators and Stochastic Equations | 2015-03-10 | Paper |
| Optimal consumption investment decisions of discontinuous stock prices under correlated random disturbances | 2015-02-11 | Paper |
Global maximum principle for the forward--backward stochastic optimal control problem with Poisson jumps
Asian Journal of Control | 2015-01-13 | Paper |
Relationship between maximum principle and dynamic programming for stochastic recursive optimal control problems and applications
Mathematical Problems in Engineering | 2014-10-13 | Paper |
Relationship between maximum principle and dynamic programming for stochastic differential games of jump diffusions
International Journal of Control | 2014-07-28 | Paper |
Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions
Optimal Control Applications & Methods | 2014-04-08 | Paper |
An effective gradient projection method for stochastic optimal control
International Journal of Numerical Analysis and Modeling | 2013-12-02 | Paper |
Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations
ESAIM: Control, Optimisation and Calculus of Variations | 2013-03-13 | Paper |
Maximum principle for risk-sensitive stochastic optimal control problem and applications to finance
Stochastic Analysis and Applications | 2012-12-13 | Paper |
Forward-backward linear quadratic stochastic optimal control problem with delay
Systems & Control Letters | 2012-09-14 | Paper |
Necessary conditions for optimal control of forward-backward stochastic systems with random jumps
International Journal of Stochastic Analysis | 2012-05-08 | Paper |
| A stochastic maximum principle for optimal control of jump diffusions and applications to finance | 2012-01-27 | Paper |
A risk-sensitive stochastic maximum principle for optimal control of jump diffusions and its applications
Acta Mathematica Scientia. Series B. (English Edition) | 2012-01-27 | Paper |
Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions
Applied Mathematics and Optimization | 2011-05-11 | Paper |
Maximum principle for forward-backward stochastic control system with random jumps and applications to finance
Journal of Systems Science and Complexity | 2010-10-29 | Paper |
Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems
Journal of Optimization Theory and Applications | 2010-07-24 | Paper |
| The maximum principle for fully coupled forward-backward stochastic control system with state constraints | 2008-04-04 | Paper |
| scientific article; zbMATH DE number 2165825 (Why is no real title available?) | 2005-05-06 | Paper |
An overlapping information linear-quadratic Stackelberg stochastic differential game with two leaders and two followers
(available as arXiv preprint) | N/A | Paper |
Direct approach of linear-quadratic Stackelberg mean field games of backward-forward stochastic systems
(available as arXiv preprint) | N/A | Paper |
Relationship between General MP and DPP for the Stochastic Recursive Optimal Control Problem With Jumps: Viscosity Solution Framework
(available as arXiv preprint) | N/A | Paper |
Direct Approach of Indefinite Linear-Quadratic Mean Field Games
(available as arXiv preprint) | N/A | Paper |
Linear-Quadratic Mean Field Stackelberg Stochastic Differential Game with Partial Information and Common Noise
(available as arXiv preprint) | N/A | Paper |
