The following pages link to Shuzhen Yang (Q254611):
Displaying 28 items.
- The maximum principle for stochastic differential systems with general cost functional (Q254612) (← links)
- Classical solutions of path-dependent PDEs and functional forward-backward stochastic systems (Q459935) (← links)
- A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
- \(k\)-sample upper expectation linear regression-modeling, identifiability, estimation and prediction (Q899350) (← links)
- A note on functional derivatives on continuous paths (Q900553) (← links)
- Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional (Q1643394) (← links)
- Retraction notice to: ``Multidimensional viscosity solution theory of semi-linear partial differential equations'' (Q1747091) (← links)
- A varying terminal time mean-variance model (Q2124501) (← links)
- Solutions for functional fully coupled forward-backward stochastic differential equations (Q2344869) (← links)
- Representation and converse comparison theorems for multidimensional BSDEs (Q2406779) (← links)
- A generalized Girsanov transformation of finite state stochastic processes in discrete time (Q2444373) (← links)
- Near-maximum principle for general recursive utility optimal control problem (Q4560986) (← links)
- Non-Markovian fully coupled forward–backward stochastic systems and classical solutions of path-dependent PDES (Q4964411) (← links)
- A varying terminal time structure for stochastic optimal control under constrained condition (Q4990859) (← links)
- Multi-time state mean-variance model in continuous time (Q5016146) (← links)
- Stochastic maximum principle for optimal control problem with a stopping time cost functional (Q5095510) (← links)
- The connection between discrete and continuous state constrained optimal control systems (Q5165310) (← links)
- On an optimal extraction problem with regime switching (Q5215020) (← links)
- Path‐dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional differential systems (Q5254097) (← links)
- Maximum principle for forward–backward SDEs with a general cost functional (Q5348350) (← links)
- The deterministic maximum principle for differential systems with a general cost functional (Q5364300) (← links)
- Stochastic maximum principle for recursive optimal control problems with varying terminal time (Q6063637) (← links)
- Electric Field Writing of Ferroelectric Nano‐Domains Near 71° Domain Walls with Switchable Interfacial Conductivity (Q6080035) (← links)
- Imbalanced binary classification under distribution uncertainty (Q6132053) (← links)
- Optimal consumption for recursive preferences with local substitution -- the case of certainty (Q6146455) (← links)
- Linear regression under model uncertainty (Q6149350) (← links)
- Sublinear expectation structure under finite states space (Q6524999) (← links)
- Stochastic maximum principle for optimal control problem with varying terminal time and non-convex control domain (Q6742980) (← links)
