| 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 |
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 |
| 7 |
Ergodic Maximum Principle for Stochastic Systems
Orrieri C, Tessitore G, Veverka P
Applied Mathematics and Optimization, 79(3), 567, 2019 |
| 8 |
Linear Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations
Li X, Sun JR, Xiong J
Applied Mathematics and Optimization, 80(1), 223, 2019 |
| 9 |
An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game
Lin YN, Jiang XS, Zhang WH
IEEE Transactions on Automatic Control, 64(1), 97, 2019 |
| 10 |
Systems of Semilinear Parabolic Variational Inequalities with Time-Dependent Convex Obstacles
Klimsiak T, Rozkosz A, Slominski L
Applied Mathematics and Optimization, 77(3), 541, 2018 |
