| 1 |
Linear Quadratic Optimal Control Problems of Delayed Backward Stochastic Differential Equations
Meng WJ, Shi JT
Applied Mathematics and Optimization, 84(SUPPL 1), S523, 2021 |
| 2 |
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 |
| 3 |
Mean-Variance Asset-Liability Management in a Non-Markovian Regime-Switching Jump-Diffusion Market with Random Horizon
Sun ZY
Applied Mathematics and Optimization, 84(SUPPL 1), S319, 2021 |
| 4 |
A Modified MSA for Stochastic Control Problems
Kerimkulov B, Siska D, Szpruch L
Applied Mathematics and Optimization, 84(3), 3417, 2021 |
| 5 |
Mean-Variance Asset-Liability Management Problem Under Non-Markovian Regime-Switching Models
Shen Y, Wei JQ, Zhao Q
Applied Mathematics and Optimization, 81(3), 859, 2020 |
| 6 |
Stochastic maximum principle for delayed doubly stochastic control systems and their applications
Xu J
International Journal of Control, 93(6), 1371, 2020 |
| 7 |
Stochastic modelling of wind speeds based on turbulence intensity
Arenas-Lopez JP, Badaoui M
Renewable Energy, 155, 10, 2020 |
| 8 |
EXPONENTIAL CONVERGENCE AND STABILITY OF HOWARD'S POLICY IMPROVEMENT ALGORITHM FOR CONTROLLED DIFFUSIONS
Kerimkulov B, Siska D, Szpruch L
SIAM Journal on Control and Optimization, 58(3), 1314, 2020 |
| 9 |
BACKWARD STOCHASTIC RICCATI EQUATION WITH JUMPS ASSOCIATED WITH STOCHASTIC LINEAR QUADRATIC OPTIMAL CONTROL WITH JUMPS AND RANDOM COEFFICIENTS
Zhang F, Dong YC, Meng QX
SIAM Journal on Control and Optimization, 58(1), 393, 2020 |
| 10 |
Stochastic Control of Memory Mean-Field Processes
Agram N, Oksendal B
Applied Mathematics and Optimization, 79(1), 181, 2019 |
