| Publication | Date of Publication | Type |
|---|
Mean reflected BSDE driven by a marked point process and application in insurance risk management
European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations | 2024-08-02 | Paper |
Uniform-in-time propagation of chaos for kinetic mean field Langevin dynamics
Electronic Journal of Probability | 2024-04-10 | Paper |
Quadratic BSDEs with mean reflection driven by G-brownian motion
Stochastics and Dynamics | 2023-11-20 | Paper |
| Reflected BSDE driven by a marked point process with a convex/concave generator | 2023-10-31 | Paper |
| Quadratic exponential BSDEs driven by a marked point process | 2023-10-23 | Paper |
| Mean reflected BSDE driven by a marked point process and application in insurance risk management | 2023-10-23 | Paper |
A multi-objective supplier selection framework based on user-preferences
Annals of Operations Research | 2022-03-09 | Paper |
Random Horizon Principal-Agent Problems
SIAM Journal on Control and Optimization | 2022-03-01 | Paper |
Utility maximization problem with transaction costs: optimal dual processes and stability
Applied Mathematics and Optimization | 2021-10-08 | Paper |
Second order backward SDE with random terminal time
Electronic Journal of Probability | 2020-09-29 | Paper |
Second order backward SDE with random terminal time
Electronic Journal of Probability | 2020-09-29 | Paper |
Quadratic BSDEs with mean reflection
Mathematical Control and Related Fields | 2019-07-03 | Paper |
Reflected stochastic differential equations driven by \(G\)-Brownian motion in non-convex domains
Stochastics and Dynamics | 2019-06-25 | Paper |
On properties of solutions to Black-Scholes-Barenblatt equations
Advances in Difference Equations | 2019-05-20 | Paper |
Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation
Stochastic Processes and their Applications | 2018-10-31 | Paper |
On the existence of shadow prices for optimal investment with random endowment
Stochastics | 2018-09-04 | Paper |
Causal transport in discrete time and applications
SIAM Journal on Optimization | 2018-01-10 | Paper |
Strict comparison theorems under sublinear expectations
Archiv der Mathematik | 2017-10-26 | Paper |
Generalized Wasserstein distance and weak convergence of sublinear expectations
Journal of Theoretical Probability | 2017-07-04 | Paper |
Utility maximization problem with random endowment and transaction costs: when wealth may become negative
Stochastic Analysis and Applications | 2017-04-06 | Paper |
A new existence result for second-order BSDEs with quadratic growth and their applications
Stochastics | 2016-05-04 | Paper |
Lyapunov-type conditions and stochastic differential equations driven by \(G\)-Brownian motion
Journal of Mathematical Analysis and Applications | 2016-04-13 | Paper |
On the dual problem of utility maximization in incomplete markets
Stochastic Processes and their Applications | 2016-03-03 | Paper |
| A note on utility maximization with transaction costs and random endoment: num\'eraire-based model and convex duality | 2016-02-02 | Paper |
On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients
Acta Mathematicae Applicatae Sinica. English Series | 2014-12-09 | Paper |
Stochastic differential equations driven by \(G\)-Brownian motion with reflecting boundary conditions
Electronic Journal of Probability | 2014-01-17 | Paper |
| scientific article; zbMATH DE number 5524258 (Why is no real title available?) | 2009-03-06 | Paper |
A polynomial dual simplex algorithm fot the generalized circulation problem.
Mathematical Programming. Series A. Series B | 2002-01-01 | Paper |
Combinatorial interior point methods for generalized network flow problems
Mathematical Programming. Series A. Series B | 2002-01-01 | Paper |
| scientific article; zbMATH DE number 1874311 (Why is no real title available?) | 2002-01-01 | Paper |
Structure of the functional unit for autonomous robots.
Control Theory & Applications | 2001-06-27 | Paper |
Mean-field reflected BSDEs driven by a marked point process
(available as arXiv preprint) | N/A | Paper |
Particle systems for mean reflected BSDEs with jumps
(available as arXiv preprint) | N/A | Paper |
