| Publication | Date of Publication | Type |
|---|
Mixed Nash games and social optima for linear-quadratic forward-backward mean-field systems
Mathematical Control and Related Fields | 2024-08-16 | Paper |
Linear-quadratic two-person differential game: Nash game versus Stackelberg game, local information versus global information
European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations | 2024-06-26 | Paper |
A theoretical model for a vane with stochastic rotation
Physica D | 2024-06-21 | Paper |
Stackelberg equilibrium with social optima in linear-quadratic-Gaussian mean-field system
Mathematical Control and Related Fields | 2024-06-17 | Paper |
Laws of large numbers for arrays of Rowwise negatively associated random variables under nonlinear probabilities
| 2024-03-22 | Paper |
Linear quadratic mean-field game with volatility uncertainty
Journal of Mathematical Analysis and Applications | 2024-02-21 | Paper |
Mixed Social Optima and Nash Equilibrium in Linear-Quadratic-Gaussian Mean-Field System
IEEE Transactions on Automatic Control | 2023-09-26 | Paper |
A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability
The Annals of Applied Probability | 2023-07-31 | Paper |
Robust backward linear-quadratic differential game and team: a soft-constraint analysis
Systems & Control Letters | 2023-07-13 | Paper |
Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional
Automatica | 2023-02-03 | Paper |
Backward Stackelberg differential game with constraints: a mixed terminal-perturbation and linear-quadratic approach
SIAM Journal on Control and Optimization | 2022-06-01 | Paper |
Complete convergence and strong law of large numbers for arrays of random variables under sublinear expectations
Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
Laws of the logarithm for arrays of rowwise negatively associated random variables under nonlinear probabilities
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Large deviation principles of realized Laplace transform of volatility
Journal of Theoretical Probability | 2022-03-17 | Paper |
Generalized mean-field backward stochastic differential equations and related partial differential equations
Applicable Analysis | 2021-12-08 | Paper |
Mixed linear quadratic stochastic differential leader-follower game with input constraint
Applied Mathematics and Optimization | 2021-11-02 | Paper |
Social optima of backward linear-quadratic-Gaussian mean-field teams
Applied Mathematics and Optimization | 2021-11-02 | Paper |
Reflected backward stochastic differential equation with rank-based data
Journal of Theoretical Probability | 2021-07-26 | Paper |
A unified approach to mean-field team: homogeneity, heterogeneity and quasi-exchangeability
| 2021-05-16 | Paper |
Linear-quadratic-Gaussian mean-field-game with partial observation and common noise
Mathematical Control and Related Fields | 2021-05-05 | Paper |
Self-normalized moderate deviations for random walk in random scenery
Journal of Theoretical Probability | 2021-02-04 | Paper |
Stochastic recursive optimal control problem of reflected stochastic differential systems
International Journal of Control | 2020-11-03 | Paper |
Remarks on Viscosity Super-Solutions of Quasi-Variational Inequalities
| 2020-10-23 | Paper |
Self-normalized Cramér-type moderate deviations for functionals of Markov chain
Acta Mathematicae Applicatae Sinica. English Series | 2020-04-15 | Paper |
Law of the logarithm for weighted sums of negatively dependent random variables under sublinear expectation
Statistics & Probability Letters | 2019-09-05 | Paper |
Pseudo almost automorphic solution to stochastic differential equation driven by Lévy process
Frontiers of Mathematics in China | 2018-10-04 | Paper |
Stochastic differential games with competing Brownian particles and related Isaacs' equations
Optimal Control Applications & Methods | 2018-07-20 | Paper |
Backward stochastic differential equations with rank-based data
Science China. Mathematics | 2018-03-16 | Paper |
Self-normalized large deviations under sublinear expectation
Statistics & Probability Letters | 2017-02-21 | Paper |
Maximum principle for optimal control problems involving impulse controls with nonsmooth data
Stochastics | 2016-11-25 | Paper |
Anticipated Backward Stochastic Differential Equation with Reflection
Communications in Statistics. Simulation and Computation | 2016-08-25 | Paper |
Large deviation for negatively dependent random variables under sublinear expectation
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
