Hanxiao Wang

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
Optimal controls for forward-backward stochastic differential equations: time-inconsistency and time-consistent solutions Journal de Mathématiques Pures et Appliquées. Neuvième Série	2024-09-04	Paper
VQ-CAD: computer-aided design model generation with vector quantized diffusion Computer Aided Geometric Design	2024-06-28	Paper
Present-biased lobbyists in linear-quadratic stochastic differential games Finance and Stochastics	2023-10-12	Paper
Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations SIAM Journal on Control and Optimization	2023-08-23	Paper
Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games SIAM Journal on Control and Optimization	2023-03-29	Paper
Erratum to: ``Turnpike properties for stochastic linear-quadratic optimal control problems Chinese Annals of Mathematics. Series B	2023-03-10	Paper
Turnpike properties for stochastic linear-quadratic optimal control problems Chinese Annals of Mathematics. Series B	2022-12-08	Paper
Backward stochastic differential equations and backward stochastic Volterra integral equations with anticipating generators Probability, Uncertainty and Quantitative Risk	2022-11-16	Paper
Optimal Controls for Forward-Backward Stochastic Differential Equations: Time-Inconsistency and Time-Consistent Solutions	2022-09-19	Paper
Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations Applied Mathematics and Optimization	2021-08-11	Paper
Mean-field linear-quadratic stochastic differential games Journal of Differential Equations	2021-07-12	Paper
Time-inconsistent stochastic optimal control problems and backward stochastic Volterra integral equations ESAIM: Control, Optimisation and Calculus of Variations	2021-07-07	Paper
Linear-quadratic optimal control for backward stochastic differential equations with random coefficients ESAIM: Control, Optimisation and Calculus of Variations	2021-07-07	Paper
Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability Mathematical Control and Related Fields	2021-05-05	Paper
Extended backward stochastic Volterra integral equations, quasilinear parabolic equations, and Feynman-Kac formula Stochastics and Dynamics	2021-03-09	Paper
Weak closed-loop solvability of stochastic linear-quadratic optimal control problems Discrete and Continuous Dynamical Systems	2019-03-28	Paper
Dynamic Coalition Portfolio Selection with Recursive Utility (available as arXiv preprint)	N/A	Paper
The Lp Polar bodies of shadow system and related inequalities (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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