| Publication | Date of Publication | Type |
|---|
The relationship between maximum principle and dynamic programming principle for stochastic recursive control problem with random coefficients
European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations | 2024-12-13 | Paper |
Singular optimal control problems with recursive utilities of mean-field type
Asian Journal of Control | 2024-07-25 | Paper |
Optimal control of forward-backward stochastic jump-diffusion differential systems with observation noises: stochastic maximum principle
Asian Journal of Control | 2024-07-09 | Paper |
Unified stability criteria for impulsive stochastic delayed systems
Nonlinear Analysis. Hybrid Systems | 2024-06-07 | Paper |
Double-loop frame-based adaptive neural sliding-mode control of single-input 3-DOF flexible-joint manipulator
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2024-05-27 | Paper |
Forward-backward stochastic evolution equations in infinite dimensions and application to LQ optimal control problems
Systems & Control Letters | 2024-05-17 | Paper |
Nonstationary online convex optimization with multiple predictions
Information Sciences | 2024-02-12 | Paper |
Stackelberg game approach to mixed stochastic \(H_2 /H_{\infty}\) control for mean-field jump-diffusions systems
Applied Mathematics and Optimization | 2024-01-04 | Paper |
Position control with zero residual vibration for two degrees-of-freedom flexible systems based on motion trajectory optimization
Information Sciences | 2023-12-11 | Paper |
Tracking control of single‐link flexible‐joint manipulator with unmodeled dynamics and dead zone
International Journal of Robust and Nonlinear Control | 2023-10-31 | Paper |
A Class of Forward-Backward Stochastic Differential Equations Driven by L\'{e}vy Processes and Application to LQ Problems
| 2023-10-19 | Paper |
Stochastic \(H_2/H_{\infty}\) control for mean-field stochastic differential systems with \((x, u, v)\)-dependent noise
Journal of Optimization Theory and Applications | 2023-07-07 | Paper |
\( L^p\) estimations of fully coupled FBSDEs
Systems & Control Letters | 2023-06-20 | Paper |
Fine-grained job salary benchmarking with a nonparametric Dirichlet process-based latent factor model
INFORMS Journal on Computing | 2022-12-01 | Paper |
Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps
Applied Mathematics and Optimization | 2022-11-11 | Paper |
Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process
Communications on Applied Mathematics and Computation | 2022-10-13 | Paper |
A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information
ESAIM: Control, Optimisation and Calculus of Variations | 2022-08-23 | Paper |
A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization
SIAM Journal on Control and Optimization | 2022-07-26 | Paper |
A variational formula for non-zero sum stochastic differential game of fully coupled forward-backward stochastic systems with jumps and some applications
| 2022-03-21 | Paper |
A general control strategy for planar 3-DoF underactuated manipulators with one passive joint
Information Sciences | 2021-05-03 | Paper |
\(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching
Journal of Systems Science and Complexity | 2021-04-08 | Paper |
A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps
ESAIM: Control, Optimisation and Calculus of Variations | 2021-03-17 | Paper |
The Relationship between Maximum Principle and Dynamic Programming Principle for Stochastic Recursive Control Problem with Random Coefficients
| 2020-12-08 | Paper |
Partial information stochastic differential games for backward stochastic systems driven by Lévy processes
Mathematical Problems in Engineering | 2020-10-14 | Paper |
Backward stochastic Riccati equation with jumps associated with stochastic linear quadratic optimal control with jumps and random coefficients
SIAM Journal on Control and Optimization | 2020-01-31 | Paper |
Linear-quadratic optimal control problems for mean-field backward stochastic differential equations with jumps
| 2020-01-22 | Paper |
A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems
European Journal of Control | 2019-11-14 | Paper |
Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps
Asian Journal of Control | 2019-09-17 | Paper |
Second-order necessary conditions for optimal control with recursive utilities
Journal of Optimization Theory and Applications | 2019-08-13 | Paper |
Forward and backward mean-field stochastic partial differential equation and optimal control
Chinese Annals of Mathematics. Series B | 2019-07-11 | Paper |
On the existence of optimal controls for backward stochastic partial differential equations
Statistics & Probability Letters | 2018-06-14 | Paper |
Optimal Control of Forward-Backward Stochastic Differential System of Jump Diffusion with Observation Noise: Stochastic Maximum Principle
| 2017-08-24 | Paper |
Maximum Principle of Forward-Backward Stochastic Differential System of Mean-Field Type with Observation Noise
| 2017-08-16 | Paper |
Partial Information Near-Optimal Control of Forward-Backward Stochastic Differential System with Observation Noise
| 2017-08-09 | Paper |
A Revisit to Optimal Control of Forward-Backward Stochastic Differential System with Observation Noise
| 2017-08-07 | Paper |
Optimal Control with State Constraints for Stochastic Evolution Equation with Jumps in Hilbert Space
| 2017-07-26 | Paper |
Stochastic Evolution Equation Driven by Teugels Martingale and Its Optimal Control
| 2017-07-26 | Paper |
Global maximum principle for mean-field forward-backward stochastic systems with delay and application to finance
| 2017-05-23 | Paper |
Maximum Principle for Partial Observed Zero-Sum Stochastic Differential Game of Mean-Field SDEs
| 2016-11-14 | Paper |
Stochastic Evolution Equations of Jump Type with Random Coefficients: Existence, Uniqueness and Optimal Control
| 2016-10-16 | Paper |
Partially Observed Optimal Control for Mean-Field SDEs
| 2016-10-08 | Paper |
Optimal control for stochastic delay evolution equations
Applied Mathematics and Optimization | 2016-09-23 | Paper |
scientific article; zbMATH DE number 6612871 (Why is no real title available?)
| 2016-08-10 | Paper |
A revisit to stochastic near-optimal controls: the critical case
Systems & Control Letters | 2015-12-21 | Paper |
Noise-induced outer synchronization between two different complex dynamical networks
Nonlinear Dynamics | 2015-08-26 | Paper |
A variational formula for controlled backward stochastic partial differential equations and some applications
Applied Mathematics. Series B (English Edition) | 2015-06-29 | Paper |
Stochastic maximum principle for forward-backward stochastic systems associated with Lévy processes
| 2015-02-11 | Paper |
Arbitrage-free interval of American contingent claims under proportional transaction cost
Journal of Control Theory and Applications | 2015-01-13 | Paper |
Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach
Journal of Computational and Applied Mathematics | 2015-01-06 | Paper |
Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance
Automatica | 2014-10-08 | Paper |
General linear quadratic optimal stochastic control problem driven by a Brownian motion and a Poisson random martingale measure with random coefficients
Stochastic Analysis and Applications | 2014-05-15 | Paper |
A maximum principle for optimal control of stochastic evolution equations
SIAM Journal on Control and Optimization | 2014-04-11 | Paper |
Stochastic optimal control for backward stochastic partial differential systems
Journal of Mathematical Analysis and Applications | 2013-04-22 | Paper |
Stochastic maximum principle for infinite dimensional control systems
| 2012-08-02 | Paper |
A Maximum Principle for Optimal Control of Stochastic Evolution Equations
| 2012-06-24 | Paper |
Non-zero Sum Stochastic Differential Games of Fully Coupled Forward-Backward Stochastic Systems
| 2010-10-12 | Paper |
A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\)
Stochastic Processes and their Applications | 2010-09-15 | Paper |
Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes
Science in China. Series F | 2010-03-03 | Paper |
Time-delay telerobot system control model research
Lecture Notes in Electrical Engineering | 2010-03-03 | Paper |
A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information
Science in China. Series A | 2009-12-07 | Paper |
Optimal control problem of fully coupled forward-backward stochastic systems with Poisson jumps under partial information
| 2009-11-17 | Paper |
Notes on the Cauchy Problem for Backward Stochastic Partial Differential Equations
| 2009-11-02 | Paper |
scientific article; zbMATH DE number 5584522 (Why is no real title available?)
| 2009-07-22 | Paper |
On the pricing of American contingent claims under transaction costs and multiple risky assets
Chaos, Solitons and Fractals | 2008-04-17 | Paper |
Hedging American contingent claims with arbitrage costs
Chaos, Solitons and Fractals | 2008-04-16 | Paper |
scientific article; zbMATH DE number 5027094 (Why is no real title available?)
| 2006-05-26 | Paper |
scientific article; zbMATH DE number 5002006 (Why is no real title available?)
| 2006-01-26 | Paper |
Optimal investment with stochastic interest rate and default risk
| 2006-01-26 | Paper |
Hedging American contingent claims with constrained portfolios under proportional transaction costs
Chaos, Solitons and Fractals | 2005-05-12 | Paper |
Hedging American contingent claims with constrained portfolios under a higher interest rate for borrowing
Chaos, Solitons and Fractals | 2005-04-18 | Paper |
