| Publication | Date of Publication | Type |
|---|
Robust policy iteration for continuous-time stochastic H_\infty control problem with unknown dynamics
(available as arXiv preprint) | N/A | Paper |
Convergence of Policy Gradient for Stochastic Linear-Quadratic Control Problem in Infinite Horizon
(available as arXiv preprint) | N/A | Paper |
New Second-order Convergent Schemes for Solving decoupled FBSDEs
(available as arXiv preprint) | 2026-01-01 | Paper |
A note on convergence rate for reflected BSDEs with quadratic generators by penalization method
(available as arXiv preprint) | 2026-01-01 | Paper |
Robustness characterizations of continuous-time equal-correlation investment strategy
Mathematical Control and Related Fields | 2025-05-13 | Paper |
Convergence of policy gradient for stochastic linear quadratic optimal control problems in infinite horizon
Journal of Mathematical Analysis and Applications | 2025-03-18 | Paper |
Quadratic BSDEs with Singular Generators and Unbounded Terminal Conditions: Theory and Applications
(available as arXiv preprint) | 2025-01-01 | Paper |
A Class of Multi-dimensional Backward Stochastic Differential Equations with Singular Generators exhibiting Diagonally Quadratic Growth and Applications
(available as arXiv preprint) | 2025-01-01 | Paper |
Computing stabilizing feedback gains for stochastic linear systems via policy iteration method
(available as arXiv preprint) | 2025-01-01 | Paper |
Inverse reinforcement learning by expert imitation for the stochastic linear-quadratic optimal control problem
(available as arXiv preprint) | 2024-01-01 | Paper |
Reinforcement learning for exploratory linear-quadratic two-person zero-sum stochastic differential games
Applied Mathematics and Computation | 2023-04-21 | Paper |
| On the Correspondence and the Risk Contribution for Conditional Coherent and Deviation Risk Measures | 2022-08-28 | Paper |
A note on \(g\)-concave function
Acta Mathematica Scientia. Series B. (English Edition) | 2022-06-30 | Paper |
On the Correspondence and the Risk Contribution for Conditional Coherent and Deviation Risk Measures
(available as arXiv preprint) | 2022-01-01 | Paper |
Stochastic linear quadratic control problem on time scales
Discrete Dynamics in Nature and Society | 2021-04-15 | Paper |
Dynamic programming and Hamilton-Jacobi-Bellman equations on time scales
Complexity | 2021-02-05 | Paper |
W-symmetries of backward stochastic differential equations, preservation of simple symmetries and Kozlov's theory
Communications in Nonlinear Science and Numerical Simulation | 2020-11-17 | Paper |
Linear feedback of mean-field stochastic linear quadratic optimal control problems on time scales
Mathematical Problems in Engineering | 2020-07-30 | Paper |
Jensen's inequality under nonlinear expectation generated by BSDE with jumps
Acta Mathematicae Applicatae Sinica. English Series | 2020-02-27 | Paper |
A new representation for second order stochastic integral-differential operators and its applications
Acta Mathematicae Applicatae Sinica. English Series | 2015-05-06 | Paper |
Quadratic g-convexity, C-convexity and their relationships
Stochastic Processes and their Applications | 2015-04-28 | Paper |
On monotonicity and order-preservation for multidimensional G-diffusion processes
Stochastic Analysis and Applications | 2015-03-23 | Paper |
Invariant representation for a stochastic differential operator by BSDEs with uniformly continuous coefficients and its applications
Acta Mathematica Scientia. Series B. (English Edition) | 2014-06-30 | Paper |
| A note on characterizations of G-normal distribution | 2014-02-19 | Paper |
A note on characterizations of G-normal distribution
(available as arXiv preprint) | 2014-01-01 | Paper |
| New Proofs for Several Properties of Capacities | 2013-07-03 | Paper |
Stochastic monotonicity and order-preservation for a type of nonlinear semigroups
Statistics & Probability Letters | 2013-01-25 | Paper |
New Proofs for Several Properties of Capacities
(available as arXiv preprint) | 2013-01-01 | Paper |
On the minimal members of convex expectations
Journal of Mathematical Analysis and Applications | 2011-02-09 | Paper |
Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation
Stochastic Processes and their Applications | 2010-11-19 | Paper |
On Jensen's inequality and Hölder's inequality for \(g\)-expectation
Archiv der Mathematik | 2010-06-04 | Paper |
Jensen's inequality for \(g\)-convex function under \(g\)-expectation
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2010-04-12 | Paper |
The minimal sublinear expectations and their related properties
Science in China. Series A | 2009-12-02 | Paper |
Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients
Statistics & Probability Letters | 2009-03-02 | Paper |
| scientific article; zbMATH DE number 5284631 (Why is no real title available?) | 2008-06-03 | Paper |
A uniqueness theorem for the solution of backward stochastic differential equations
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2008-05-08 | Paper |
| The Equivalence between Uniqueness and Continuous Dependence of Solution for BSDEs with Continuous Coefficient | 2008-03-25 | Paper |
A class of backward stochastic differential equations with discontinuous coefficients
Statistics & Probability Letters | 2008-03-06 | Paper |
| A uniqueness theorem for solution of BSDEs | 2008-02-05 | Paper |
A uniqueness theorem for solution of BSDEs
(available as arXiv preprint) | 2008-01-01 | Paper |
The Equivalence between Uniqueness and Continuous Dependence of Solution for BSDEs with Continuous Coefficient
(available as arXiv preprint) | 2008-01-01 | Paper |
On the set of solutions of a BSDE with continuous coefficient
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2007-04-16 | Paper |
A generalized existence theorem of BSDEs
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2006-08-14 | Paper |
