| 1 |
Mixed Linear Quadratic Stochastic Differential Leader-Follower Game with Input Constraint
Xie TH, Feng XW, Huang JH
Applied Mathematics and Optimization, 84(SUPPL 1), S215, 2021 |
| 2 |
Zero-Sum Stochastic Differential Game in Finite Horizon Involving Impulse Controls
El Asri B, Mazid S
Applied Mathematics and Optimization, 81(3), 1055, 2020 |
| 3 |
A Zero-Sum Stochastic Differential Game with Impulses, Precommitment, and Unrestricted Cost Functions
Azimzadeh P
Applied Mathematics and Optimization, 79(2), 483, 2019 |
| 4 |
A PROBABILISTIC REPRESENTATION FOR THE VALUE OF ZERO-SUM DIFFERENTIAL GAMES WITH INCOMPLETE INFORMATION ON BOTH SIDES
Gensbittel F, Rainer C
SIAM Journal on Control and Optimization, 55(2), 693, 2017 |
| 5 |
THE EXISTENCE OF GAME VALUE FOR PATH-DEPENDENT STOCHASTIC DIFFERENTIAL GAME
Zhang F
SIAM Journal on Control and Optimization, 55(4), 2519, 2017 |
| 6 |
Leader-follower stochastic differential game with asymmetric information and applications
Shi JT, Wang GC, Xiong J
Automatica, 63, 60, 2016 |
| 7 |
WEAK SOLUTIONS OF MEAN-FIELD STOCHASTIC DIFFERENTIAL EQUATIONS AND APPLICATION TO ZERO-SUM STOCHASTIC DIFFERENTIAL GAMES
Li J, Min H
SIAM Journal on Control and Optimization, 54(3), 1826, 2016 |
| 8 |
Stochastic Differential Games for Fully Coupled FBSDEs with Jumps
Li J, Wei QM
Applied Mathematics and Optimization, 71(3), 411, 2015 |
| 9 |
Maximum Principle for Nonzero-Sum Stochastic Differential Game With Delays
Chen L, Yu ZY
IEEE Transactions on Automatic Control, 60(5), 1422, 2015 |
| 10 |
Stochastic differential game formulation on the reinsurance and investment problem
Li DP, Rong XM, Zhao H
International Journal of Control, 88(9), 1861, 2015 |
