| Publication | Date of Publication | Type |
|---|
Viscosity solutions for mean field optimal switching with a two-time-scale Markov chain
(available as arXiv preprint) | N/A | Paper |
Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions and Markov chain
(available as arXiv preprint) | N/A | Paper |
The stochastic maximum principle for mean-field relaxed control problem with regime-switching
Systems & Control Letters | 2026-08-18 | Paper |
Stochastic singular linear systems and related linear-quadratic optimal control problems under finite and infinite horizons
Automatica | 2026-07-28 | Paper |
A kind of optimal investment problem under inflation and uncertain time horizon
Applied Mathematics and Computation | 2026-06-11 | Paper |
Discrete-time approximate stochastic maximum principle
Science China. Mathematics | 2026-05-29 | Paper |
Maximum principle for discrete-time mean-field backward stochastic system
Systems & Control Letters | 2026-04-21 | Paper |
McKean-Vlasov stochastic variational inequalities with oblique subgradients and propagation of chaos
Mathematical Control and Related Fields | 2026-03-24 | Paper |
A general maximum principle for partially observed stochastic evolution control systems
European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations | 2026-03-16 | Paper |
Mean-field forward-backward stochastic variational inequalities with oblique subgradients and nonlocal parabolic variational inequalities
Journal of Mathematical Analysis and Applications | 2026-03-11 | Paper |
A general maximum principle for partially observed stochastic control problems with singular controls
Mathematical Control and Related Fields | 2026-03-02 | Paper |
Recursive impulse control problem with Markov-switching and viscosity solution of HJB equation
Mathematical Control and Related Fields | 2026-03-02 | Paper |
Pairs trading: an optimal selling rule with constraints
Communications in Mathematical Sciences | 2026-01-22 | Paper |
Robust optimal stopping with regime switching
Automatica | 2026-01-02 | Paper |
Probabilistic interpretation for a system of quasilinear parabolic partial differential-algebraic equations: the classical solution
Chinese Annals of Mathematics. Series B | 2025-12-16 | Paper |
Maximum principle for optimal control problems of extended mean-field forward-backward regime-switching systems with general singular controls
Systems & Control Letters | 2025-09-12 | Paper |
Optimal investment-consumption problem with discontinuous prices and random horizon
Applied Mathematics. Series B (English Edition) | 2025-09-03 | Paper |
Recursive optimal stopping with Poisson stopping constraints
SIAM Journal on Control and Optimization | 2025-08-21 | Paper |
Ergodic stochastic maximum principle with Markov regime-switching
Chinese Annals of Mathematics. Series B | 2025-08-19 | Paper |
Backward linear-quadratic mean field social optima with partial information
Communications in Mathematics and Statistics | 2025-08-19 | Paper |
A progressive maximum principle of fully coupled mean-field system with jumps
Journal of Optimization Theory and Applications | 2025-07-28 | Paper |
Linear-convex partially observed optimal control problem with Markov chain and input constraint
European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations | 2025-05-23 | Paper |
Linear-quadratic mean-field game for stochastic systems with partial observation
Automatica | 2025-01-08 | Paper |
Viscosity solutions for mean field optimal switching with a two-time-scale Markov chain
Systems & Control Letters | 2024-11-12 | Paper |
Linear quadratic nonzero-sum mean-field stochastic differential games with regime switching
Applied Mathematics and Optimization | 2024-10-22 | Paper |
Partially observed mean-field game and related mean-field forward-backward stochastic differential equation
Journal of Differential Equations | 2024-09-26 | Paper |
Two-player zero-sum stochastic differential games with regime switching and corresponding Hamilton-Jacobi-Bellman-Isaacs' equations
Communications on Pure and Applied Analysis | 2024-09-06 | Paper |
Linear-quadratic mean-field game for stochastic large-population systems with jump diffusion
IET Control Theory & Applications | 2024-09-05 | Paper |
The mean field optimal switching problem: variational inequality approach
Mathematical Control and Related Fields | 2024-08-16 | Paper |
A unified relation analysis of linear-quadratic mean-field game, team, and control
IEEE Transactions on Automatic Control | 2024-08-16 | Paper |
A maximum principle for progressive optimal control of mean-field forward-backward stochastic system involving random jumps and impulse controls
Asian Journal of Control | 2024-08-06 | Paper |
Dynamic programming principle for one kind of stochastic recursive optimal control problem with Markovian switching
Mathematical Control and Related Fields | 2024-06-17 | Paper |
Second-order necessary condition for partially observed stochastic system with random jumps
Systems & Control Letters | 2024-05-17 | Paper |
The general maximum principle for discrete-time stochastic control problems
Automatica | 2024-05-14 | Paper |
Stability of layered structures with hybridized configuration by means of a Reddy-type higher-order finite element formulation
International Journal of Structural Stability and Dynamics | 2024-04-23 | Paper |
The second-order maximum principle for partially observed optimal controls
Mathematical Control and Related Fields | 2024-04-12 | Paper |
Finite-time and bumpless transfer control of asynchronously switched systems: an output feedback control approach
Journal of the Franklin Institute | 2024-03-12 | Paper |
| Theory of forward backward stochastic differential equations and its applications | 2024-01-23 | Paper |
Linear-quadratic delayed mean-field social optimization
Applied Mathematics and Optimization | 2024-01-04 | Paper |
A kind of time-inconsistent corporate international investment problem with discontinuous cash flow
Communications in Mathematical Sciences | 2023-11-30 | Paper |
| Linear-quadratic Mean Field Control with Non-convex Data | 2023-11-30 | Paper |
A maximum principle for discrete-time stochastic optimal control problemE20 with delay
Systems & Control Letters | 2023-11-14 | Paper |
The maximum principle for stochastic control problem with jumps in progressive structure
Journal of Optimization Theory and Applications | 2023-11-09 | Paper |
Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls
Journal of Mathematical Analysis and Applications | 2023-11-08 | Paper |
Maximum principle for partially observed stochastic recursive optimal control problems involving impulse controls
Optimal Control Applications & Methods | 2023-10-25 | Paper |
CasTformer: a novel cascade transformer towards predicting information diffusion
Information Sciences | 2023-09-22 | Paper |
Continuous-time mean-variance portfolio selection under non-Markovian regime-switching model with random horizon
Journal of Systems Science and Complexity | 2023-09-22 | Paper |
Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems
ESAIM: Control, Optimisation and Calculus of Variations | 2023-09-05 | Paper |
Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach
SIAM Journal on Control and Optimization | 2023-07-13 | Paper |
A general maximum principle for partially observed mean-field stochastic system with random jumps in progressive structure
Mathematical Control and Related Fields | 2023-06-19 | Paper |
| A maximum principle for progressive optimal control of mean-filed forward-backward stochastic system involving random jumps and impulse controls | 2023-05-28 | Paper |
Sobolev space weak solutions to one kind of quasilinear parabolic partial differential equations related to forward-backward stochastic differential equations
Discrete and Continuous Dynamical Systems | 2023-05-26 | Paper |
Linear-quadratic mean field games of controls with non-monotone data
Transactions of the American Mathematical Society | 2023-05-16 | Paper |
Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations
ESAIM: Control, Optimisation and Calculus of Variations | 2023-01-18 | Paper |
| Linear quadratic mean-field game-team analysis: a mixed coalition approach | 2022-12-23 | Paper |
The stochastic maximum principle for relaxed control problem with regime-switching
Systems & Control Letters | 2022-12-02 | Paper |
| scientific article; zbMATH DE number 7618555 (Why is no real title available?) | 2022-11-17 | Paper |
| scientific article; zbMATH DE number 7618581 (Why is no real title available?) | 2022-11-17 | Paper |
| scientific article; zbMATH DE number 7618596 (Why is no real title available?) | 2022-11-17 | Paper |
| scientific article; zbMATH DE number 7618765 (Why is no real title available?) | 2022-11-17 | Paper |
Study on the incentive and coordination mechanism of tumor healthcare alliance based on evolutionary game
Journal of Combinatorial Optimization | 2022-10-18 | Paper |
A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching
ESAIM: Control, Optimisation and Calculus of Variations | 2022-10-13 | Paper |
The general maximum principle for stochastic control problems with singular controls
Discrete and Continuous Dynamical Systems | 2022-09-28 | Paper |
The maximum principle for stochastic control problem with Markov chain in progressive structure
Systems & Control Letters | 2022-08-30 | Paper |
Maximum principle for discrete-time stochastic control problem of mean-field type
Automatica | 2022-08-23 | Paper |
Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps
International Journal of Control | 2022-08-09 | Paper |
Dynamic optimization problems for mean-field stochastic large-population systems
ESAIM: Control, Optimisation and Calculus of Variations | 2022-08-01 | Paper |
Robust Stackelberg Differential Game With Model Uncertainty
IEEE Transactions on Automatic Control | 2022-07-28 | Paper |
The Dynkin game with regime switching and applications to pricing game options
Annals of Operations Research | 2022-07-05 | Paper |
Quadratic reflected BSDEs and related obstacle problems for PDEs
Communications in Statistics: Theory and Methods | 2022-06-27 | Paper |
A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint
Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
Backward-forward linear-quadratic mean-field Stackelberg games
Advances in Difference Equations | 2022-05-12 | Paper |
| Dynamic programming principle for delayed stochastic recursive optimal control problem and HJB equation with non-Lipschitz generator | 2022-05-06 | Paper |
An optimal pricing policy under a Markov chain model
Science China. Mathematics | 2022-05-04 | Paper |
Classical and weak solutions of the partial differential equations associated with a class of two-point boundary value problems
Boundary Value Problems | 2022-04-19 | Paper |
Social optima in mean field linear-quadratic-Gaussian models with control input constraint
Systems & Control Letters | 2022-04-11 | Paper |
Maximum principle for discrete-time stochastic optimal control problem and stochastic game
Mathematical Control and Related Fields | 2022-03-29 | Paper |
A maximum principle for mean-field stochastic control system with noisy observation
Automatica | 2022-01-31 | Paper |
Dynkin game for callable-puttable convertible bonds: the valuation and sensitivity analysis
Communications in Mathematical Sciences | 2021-12-08 | Paper |
Infinite horizon reflected backward stochastic differential equations with Markov chains
Communications in Statistics: Theory and Methods | 2021-10-28 | Paper |
Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents
Applied Mathematics and Optimization | 2021-10-19 | Paper |
Backward stochastic differential equations with Markov chains and associated PDEs
Journal of Differential Equations | 2021-10-04 | Paper |
Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information
Journal of Mathematical Analysis and Applications | 2021-08-25 | Paper |
Mean-field linear-quadratic stochastic differential games
Journal of Differential Equations | 2021-07-12 | Paper |
Necessary and sufficient conditions of near-optimality in a regime-switching diffusion model
Optimal Control Applications & Methods | 2021-06-22 | Paper |
Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds
International Journal of Control | 2021-03-18 | Paper |
Near-optimal control problems for forward-backward regime-switching systems
ESAIM: Control, Optimisation and Calculus of Variations | 2021-03-17 | Paper |
Stochastic optimal control problem in advertising model with delay
Journal of Systems Science and Complexity | 2021-01-21 | Paper |
Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information
Automatica | 2020-10-05 | Paper |
| Dynamic Programming Principle for Backward Doubly Stochastic Recursive Optimal Control Problem and Sobolev Weak Solution of The Stochastic Hamilton-Bellman Equation | 2020-08-12 | Paper |
The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps
SIAM Journal on Control and Optimization | 2020-07-30 | Paper |
Pairs-trading under geometric Brownian motions: an optimal strategy with cutting losses
Automatica | 2020-03-24 | Paper |
Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application
Mathematical Problems in Engineering | 2020-02-20 | Paper |
Backward-forward linear-quadratic mean-field games with major and minor agents
Probability, Uncertainty and Quantitative Risk | 2020-02-17 | Paper |
Stabilization Control for Linear Continuous-Time Mean-Field Systems
IEEE Transactions on Automatic Control | 2019-08-12 | Paper |
Linear quadratic mean-field-game of backward stochastic differential systems
Mathematical Control and Related Fields | 2019-07-03 | Paper |
Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance
Applied Mathematics and Computation | 2019-06-21 | Paper |
Well-posedness of fully coupled linear forward-backward stochastic differential equations
Journal of Systems Science and Complexity | 2019-06-04 | Paper |
Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations
Statistics & Probability Letters | 2019-02-20 | Paper |
Convertible bonds with higher loan rate: model, valuation, and optimal strategy
Abstract and Applied Analysis | 2019-02-14 | Paper |
