| Publication | Date of Publication | Type |
|---|
| Necessary and Sufficient Conditions for Pareto Optimal Solution of Backward Stochastic System With Application | 2024-01-26 | Paper |
| A kind of linear‐quadratic Pareto cooperative differential game with partial information | 2023-10-25 | Paper |
| A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise | 2023-04-21 | Paper |
| A general linear quadratic stochastic control and information value | 2022-08-24 | Paper |
| LQ control of forward and backward stochastic difference system | 2022-06-13 | Paper |
| Model-free Value Iteration Algorithm for Continuous-time Stochastic Linear Quadratic Optimal Control Problems | 2022-03-12 | Paper |
| A maximum principle for mean-field stochastic control system with noisy observation | 2022-01-31 | Paper |
| Indefinite linear-quadratic optimal control of mean-field stochastic differential equation with jump diffusion: an equivalent cost functional method | 2021-11-16 | Paper |
| Linear quadratic control of backward stochastic differential equation with partial information | 2021-11-10 | Paper |
| An asymmetric information mean‐field type linear‐quadratic stochastic Stackelberg differential game with one leader and two followers | 2021-07-22 | Paper |
| Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information | 2021-03-17 | Paper |
| A mean-field linear-quadratic stochastic Stackelberg differential game with one leader and two followers | 2021-01-22 | Paper |
| Linear Quadratic Control of Backward Stochastic Differential Equation with Partial Information | 2020-12-14 | Paper |
| Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information | 2020-10-05 | Paper |
| Time inconsistent asset-liability management with partial information | 2020-06-15 | Paper |
| A Linear-Quadratic Stackelberg Differential Game with Mixed Deterministic and Stochastic Controls | 2020-04-01 | Paper |
| An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications | 2019-06-24 | Paper |
| A new optimal portfolio selection model with owner-occupied housing | 2019-03-20 | Paper |
| A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information | 2019-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4640740 | 2018-05-25 | Paper |
| An Introduction to Optimal Control of FBSDE with Incomplete Information | 2018-04-23 | Paper |
| An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation | 2017-11-17 | Paper |
| Maximum Principles for a Class of Partial Information Risk-Sensitive Optimal Controls | 2017-08-25 | Paper |
| A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications | 2017-08-25 | Paper |
| The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information | 2017-08-08 | Paper |
| A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information | 2017-05-16 | Paper |
| Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information | 2017-05-16 | Paper |
| A Nonzero Sum Differential Game of BSDE With Time-Delayed Generator and Applications | 2017-05-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3187139 | 2016-08-15 | Paper |
| Leader-follower stochastic differential game with asymmetric information and applications | 2015-12-23 | Paper |
| Optimal control problem of backward stochastic differential delay equation under partial information | 2015-12-21 | Paper |
| Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance | 2015-06-05 | Paper |
| A necessary condition for optimal control of~initial coupled forward-backward stochastic differential equations with~partial information | 2014-07-15 | Paper |
| A kind of linear quadratic non-zero sum differential game of backward stochastic differential equation with asymmetric information | 2014-07-01 | Paper |
| Maximum Principles for Forward-Backward Stochastic Control Systems with Correlated State and Observation Noises | 2013-05-16 | Paper |
| A partial information non-zero sum differential game of backward stochastic differential equations with applications | 2013-03-12 | Paper |
| Optimal premium policy of an insurance firm: full and partial information | 2012-02-10 | Paper |
| Mean-variance hedging and forward-backward stochastic differential filtering equations | 2011-10-27 | Paper |
| \(H_{\infty}\) estimation for a class of Lipschitz nonlinear discrete-time systems with time delay | 2011-07-22 | Paper |
| Near-optimal control for stochastic recursive problems | 2011-04-08 | Paper |
| The Filtering Equations of Forward-Backward Stochastic Systems with Random Jumps and Applications to Partial Information Stochastic Optimal Control | 2011-01-13 | Paper |
| A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications | 2010-08-16 | Paper |
| Near-optimal control problems for linear forward-backward stochastic systems | 2010-07-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3571630 | 2010-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3573890 | 2010-07-08 | Paper |
| General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance | 2009-11-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5319044 | 2009-07-22 | Paper |
| Stochastic Maximum Principle for a Kind of Risk-sensitive Optimal Control Problem and Application to Portfolio Choice | 2008-11-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3516594 | 2008-08-06 | Paper |
| Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems | 2008-04-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5453066 | 2008-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5453067 | 2008-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5431239 | 2007-12-07 | Paper |
