| Publication | Date of Publication | Type |
|---|
Infinite horizon stochastic recursive control problems with jumps: dynamic programming and stochastic verification theorems
(available as arXiv preprint) | N/A | Paper |
L^p-estimate for infinite horizon decoupled forward-backward stochastic differential equations with jumps
Applied Mathematics and Optimization | 2026-07-10 | Paper |
Reflected stochastic recursive control problems with jumps: dynamic programming and stochastic verification theorems
European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations | 2026-05-15 | Paper |
Infinite horizon mean-field linear-quadratic optimal control problems with switching and indefinite-weighted costs
Applied Mathematics and Optimization | 2026-04-08 | Paper |
Stochastic verification theorems for stochastic control problems of reflected FBSDEs
Systems & Control Letters | 2025-07-17 | Paper |
Infinite time horizon stochastic recursive control problems with jumps: dynamic programming and stochastic verification theorems
SIAM Journal on Control and Optimization | 2025-03-19 | Paper |
Linear-quadratic optimal control problem for mean-field stochastic differential equations with a type of random coefficients
Numerical Algebra, Control and Optimization | 2025-01-22 | Paper |
Stochastic representation for solutions of a system of coupled HJB-Isaacs equations with integral-differential operators
Stochastic Processes and their Applications | 2025-01-08 | Paper |
General mean-field BSDEs with diagonally quadratic generator in multi-dimension
Discrete and Continuous Dynamical Systems | 2024-08-26 | Paper |
Infinite horizon mean-field linear quadratic optimal control problems with jumps and the related Hamiltonian systems
Applied Mathematics and Optimization | 2024-07-01 | Paper |
| Infinite Horizon Mean-Field Linear Quadratic Optimal Control Problems with Jumps and the related Hamiltonian Systems | 2023-11-12 | Paper |
| General mean-field BSDEs with diagonally quadratic generators in multi-dimension | 2023-10-23 | Paper |
| Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations with a Type of Random Coefficients | 2023-08-01 | Paper |
| Stochastic representation for solutions of a system of coupled HJB-Isaacs equations with integral-partial operators | 2023-07-10 | Paper |
| Stochastic Verification Theorems for Stochastic Control Problems of Reflected FBSDEs | 2023-04-07 | Paper |
Infinite horizon forward-backward SDEs and open-loop optimal controls for stochastic linear-quadratic problems with random coefficients
SIAM Journal on Control and Optimization | 2021-07-15 | Paper |
Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations
ESAIM: Control, Optimisation and Calculus of Variations | 2021-07-07 | Paper |
Optimal ergodic control of linear stochastic differential equations with quadratic cost functionals having indefinite weights
SIAM Journal on Control and Optimization | 2021-02-26 | Paper |
Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions
ESAIM: Control, Optimisation and Calculus of Variations | 2020-04-29 | Paper |
Time-inconsistent recursive zero-sum stochastic differential games
Mathematical Control and Related Fields | 2019-07-03 | Paper |
The optimal control problem with state constraints for fully coupled forward-backward stochastic systems with jumps
Abstract and Applied Analysis | 2019-02-14 | Paper |
An optimal control problem of forward-backward stochastic Volterra integral equations with state constraints
Abstract and Applied Analysis | 2019-02-14 | Paper |
The optimal control problem with state constraints for forward-backward stochastic systems with jumps
IMA Journal of Mathematical Control and Information | 2018-09-27 | Paper |
Time-inconsistent recursive stochastic optimal control problems
SIAM Journal on Control and Optimization | 2018-01-04 | Paper |
Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints
Science China. Mathematics | 2016-06-16 | Paper |
A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints
Journal of Mathematical Analysis and Applications | 2015-02-26 | Paper |
The dynamic programming method of stochastic differential game for functional forward-backward stochastic system
Mathematical Problems in Engineering | 2014-11-24 | Paper |
Optimal control problems of fully coupled FBSDEs and viscosity solutions of Hamilton-Jacobi-Bellman equations
SIAM Journal on Control and Optimization | 2014-09-26 | Paper |
\(L^p\) estimates for fully coupled FBSDEs with jumps
Stochastic Processes and their Applications | 2014-02-26 | Paper |
A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints
Abstract and Applied Analysis | 2013-02-04 | Paper |
| Stochastic differential game of functional forward-backward stochastic system and related path-dependent HJBI equation | 2012-09-27 | Paper |
