The following pages link to Jianhui Huang (Q255087):
Displayed 50 items.
- Dynamic optimization of large-population systems with partial information (Q255089) (← links)
- Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation (Q262025) (← links)
- Forward-backward linear quadratic stochastic optimal control problem with delay (Q450791) (← links)
- Estimation for discretely observed continuous state branching processes with immigration (Q553018) (← links)
- Optimal premium policy of an insurance firm: full and partial information (Q661239) (← links)
- Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems (Q680407) (← links)
- A mixed linear quadratic optimal control problem with a controlled time horizon (Q741141) (← links)
- Linear-quadratic-Gaussian mean-field-game with partial observation and common noise (Q829005) (← links)
- A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon (Q888784) (← links)
- Near-optimal control problems for linear forward-backward stochastic systems (Q983952) (← links)
- A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint (Q1643396) (← links)
- Linear quadratic mean-field-game of backward stochastic differential systems (Q2001547) (← links)
- A general linear quadratic stochastic control and information value (Q2166430) (← links)
- Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents (Q2234290) (← links)
- Mixed linear quadratic stochastic differential leader-follower game with input constraint (Q2238958) (← links)
- Social optima of backward linear-quadratic-Gaussian mean-field teams (Q2238971) (← links)
- Backward-forward linear-quadratic mean-field games with major and minor agents (Q2296087) (← links)
- Large deviations of mean-field stochastic differential equations with jumps (Q2339516) (← links)
- Near-optimal control for stochastic recursive problems (Q2430960) (← links)
- Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems (Q2454166) (← links)
- Necessary condition for near optimal control of linear forward–backward stochastic differential equations (Q2797633) (← links)
- Regularity Properties for General HJB Equations: A Backward Stochastic Differential Equation Method (Q2910912) (← links)
- Backward Mean-Field Linear-Quadratic-Gaussian (LQG) Games: Full and Partial Information (Q2979329) (← links)
- Mean-Field Linear-Quadratic-Gaussian (LQG) Games for Stochastic Integral Systems (Q2980425) (← links)
- Valuation and optimal design to defaultable security (Q3419237) (← links)
- (Q3499473) (← links)
- A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications (Q3581014) (← links)
- Statistical analysis of information contents in trading volume with microstructure (Q3639993) (← links)
- Statistical model uncertainty for state-observation models driven by diffusion process (Q3639994) (← links)
- Linear quadratic mean field game with control input constraint (Q4554120) (← links)
- Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints (Q4578001) (← links)
- Iterative phase retrieval by combining modulus constraints and angle relationships (Q4646412) (← links)
- Linear–Quadratic Mean-Field Game for Stochastic Delayed Systems (Q4682328) (← links)
- Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations (Q4910998) (← links)
- System Uncertainty and Statistical Detection for Jump-diffusion Models (Q4978749) (← links)
- Maximum Principles for a Class of Partial Information Risk-Sensitive Optimal Controls (Q4978849) (← links)
- Social Optima in Robust Mean Field LQG Control: From Finite to Infinite Horizon (Q4990265) (← links)
- Robust linear quadratic mean field social control: A direct approach (Q4999520) (← links)
- Social optima in leader-follower mean field linear quadratic control (Q4999589) (← links)
- Backward Stackelberg Differential Game with Constraints: A Mixed Terminal-Perturbation and Linear-Quadratic Approach (Q5081091) (← links)
- Robust Stackelberg Differential Game With Model Uncertainty (Q5092251) (← links)
- A recursive robust Bayesian estimation in partially observed financial market (Q5295060) (← links)
- A Stochastic Maximum Principle for Delayed Mean-Field Stochastic Differential Equations and Its Applications (Q5353446) (← links)
- Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance (Q5358863) (← links)
- (Q5491292) (← links)
- (Q5503860) (← links)
- Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty (Q5853639) (← links)
- Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds (Q5855355) (← links)
- Mixed Social Optima and Nash Equilibrium in Linear-Quadratic-Gaussian Mean-Field System (Q6053202) (← links)
- Phase‐Retrieval Algebraic Solution Based on Window Modulation (Q6084097) (← links)