| 1 |
Small-Time Solvability of a Flow of Forward-Backward Stochastic Differential Equations
Hamaguchi Y
Applied Mathematics and Optimization, 84(1), 567, 2021 |
| 2 |
Optimal Stopping of Marked Point Processes and Reflected Backward Stochastic Differential Equations
Foresta N
Applied Mathematics and Optimization, 83(3), 1219, 2021 |
| 3 |
Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs
Matoussi A, Sabbagh W, Zhang TS
Applied Mathematics and Optimization, 83(2), 849, 2021 |
| 4 |
Finite horizon stochastic H (2)/H (infinity) control with discrete and distributed delays
Zhang QX, Sun QL
International Journal of Control, 94(1), 153, 2021 |
| 5 |
Stochastic recursive optimal control problem of reflected stochastic differential systems
Feng XW
International Journal of Control, 93(9), 2187, 2020 |
| 6 |
MAXIMUM PRINCIPLE FOR STOCHASTIC RECURSIVE OPTIMAL CONTROL PROBLEM UNDER MODEL UNCERTAINTY
Hu MS, Wang FL
SIAM Journal on Control and Optimization, 58(3), 1341, 2020 |
| 7 |
MEAN-VARIANCE PORTFOLIO SELECTION FOR PARTIALLY OBSERVED POINT PROCESSES
Xiong J, Zeng Y, Zhang SQ
SIAM Journal on Control and Optimization, 58(6), 3041, 2020 |
| 8 |
Jump-Filtration Consistent Nonlinear Expectations with Lp Domains
Liu J, Yao S
Applied Mathematics and Optimization, 79(1), 87, 2019 |
| 9 |
Stochastic differential game in high frequency market
Saito T, Takahashi A
Automatica, 104, 111, 2019 |
| 10 |
CONSTRAINED BSDEs DRIVEN BY A NON-QUASI-LEFT-CONTINUOUS RANDOM MEASURE AND OPTIMAL CONTROL OF PDMPS ON BOUNDED DOMAINS
Bandini E
SIAM Journal on Control and Optimization, 57(6), 3767, 2019 |
