预印本:
[44] Two Stochastic Control Methods for Mean-Variance Portfolio Selection of Jump Diffusions and Their Relationship. arXiv:2508.01138 [math.OC]
[43] Relationship between Maximum Principle and Dynamic Programming Principle for Risk-Sensitive Stochastic Optimal Control Problems with
Applications. arXiv:2507.06504 [math.OC]
[42] Robust Incentive Stackelberg Mean Field Stochastic Linear-Quadratic Differential Game with Model Uncertainty. arXiv:2507.04585 [math.OC]
[41] General Linear-Quadratic Mean Field Stochastic Differential Game with Common Noise: a Direct Method. arXiv:2506.16779 [math.OC]
[40] Global Maximum Principle for Partially Observed Risk-Sensitive Progressive Optimal Control of FBSDE with Poisson Jumps. arXiv:2504.04649 [math.OC]
[39] Linear-Quadratic Partially Observed Mean Field Stackelberg Stochastic Differential Game. arXiv:2503.15803 [math.OC]
[38] The Optimal Control Problem of Fully Coupled FBSDEs Driven by Sub-diffusion with Applications. arXiv:2503.07034 [math.OC]
[37] A Stochastic Linear-Quadratic Leader-Follower Differential Game with Elephant Memory. arXiv:2502.12437 [math.OC]
[36] Decentralized Strategies for Backward Linear-Quadratic Mean Field Games and Teams. arXiv:2501.04717 [math.OC]
[35] A Linear-Quadratic Partially Observed Stackelberg Stochastic Differential Game with Multiple Followers and Its Application to Multi-agent Formation Control. arXiv:2412.07159 [math.OC]
[34] Backward Linear-Quadratic Mean Field Stochastic Differential Games: A Direct Method. arXiv:2411.18891 [math.OC]
[33] A General Maximum Principle for Progressive Optimal Control of Fully Coupled Forward-Backward Stochastic Systems with Jumps. arXiv:2407.04201 [math.OC]
[32] Linear-Quadratic Mean Field Stackelberg Stochastic Differential Game with Partial Information and Common Noise. arXiv:2405.03102 [math.OC]
[31] Direct Approach of Indefinite Linear-Quadratic Mean Field Games. arXiv:2404.05166 [math.OC]
[30] Relationship between General MP and DPP for the Stochastic Recursive Optimal Control Problem With Jumps: Viscosity Solution Framework. arXiv:2403.09044 [math.OC]
[29] Direct approach of linear-quadratic Stackelberg mean field games of backward-forward stochastic systems. arXiv:2401.15385 [math.OC]
[28] An overlapping information linear-quadratic Stackelberg stochastic differential game with two leaders and two followers. arXiv:2401.08112 [math.OC]
[27] A Risk-Sensitive Global Maximum Principle for Controlled Fully Coupled FBSDEs with Applications. arXiv:2304.04136 [math.OC]
[26] Closed-Loop Solvability of Linear Quadratic Mean-Field Type Stackelberg Stochastic Differential Games. arXiv:2303.07544 [math.OC]
[25] A general maximum principle for optimal control of stochastic differential delay systems. arXiv:2302.03339 [math.OC]
[24] A Three-level Stochastic Linear-quadratic Stackelberg Differential Game with Asymmetric Information. arXiv:2210.11808 [math.OC]
[23] Closed-Loop Solvability of Stochastic Linear-Quadratic Optimal Control Problems with Poisson Jumps. arXiv:2208.13401 [math.OC]
[22] The Maximum Principle for Discounted Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Jumps on Infinite Horizon. arXiv:2201.00314 [math.OC]
[21] The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps. arXiv:2108.10483 [math.OC]
[20] A Verification Theorem for Stackelberg Stochastic Differential Games in Feedback Information Pattern. arXiv:2108.06498 [math.OC]
[19] Linear Quadratic Leader-follower Stochastic Dierential Games: Closed-Loop Solvability. arXiv:2107.05240 [math.OC]
[17] A Linear Quadratic Stochastic Stackelberg Differential Game with Time Delay. arXiv:2012.14145 [math.OC]
[16] A Linear Quadratic Partially Observed Stackelberg Stochastic Differential Game with Applications. arXiv:2010.13961 [math.OC]
[15] Linear Quadratic Optimal Control Problems of Delayed Backward Stochastic Differential Equations. arXiv:2008.02594 [math.OC]
[14] Mean-Field Linear-Quadratic Stochastic Differential Games in an Infinite Horizon. arXiv:2007.06130 [math.OC]
[13] Stackelberg Stochastic Differential Game with Asymmetric Noisy Observations. arXiv:2007.05813 [math.OC]
[12] A Linear-Quadratic Stackelberg Differential Game with Mixed Deterministic and Stochastic Controls. arXiv:2004.00653 [math.OC]
[11] Stochastic Recursive Optimal Control Problem with Mixed Delay under Viscosity Solution's Framework. arXiv:1912.10463 [math.OC]
[10] A Global Maximum Principle for the Stochastic Optimal Control Problem with Delay. arXiv:1911.02239 [math.OC]
[9] A Stackelberg Game of Backward Stochastic Differential Equations with Partial Information. arXiv:1910.10299 [math.OC]
[8] Optimal Reinsurance and Investment Strategies under Mean-Variance Criteria: Partial and Full Information. arXiv:1906.08410 [math.OC]
[7] A Stackelberg Game of Backward Stochastic Differential Equations with Applications. arXiv:1904.08115 [math.OC]
[6] An Optimal Investment Problem under Correlated Noises: Risk-Sensitive Stochastic Control Approach. arXiv:1902.08928 [math.OC]
[5] Stochastic Linear-Quadratic Stackelberg Differential Game with Overlapping Information.arXiv:1804.07466 [math.OC]
[4] Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in Local Case. arXiv:1603.02596 [math.OC]
[3] Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in General Case. arXiv:1603.02595 [math.OC]
[2] Leader-Follower Stochastic Differential Game with Asymmetric Information and Applications. arXiv:1509.03982 [math.OC]
[1] Stochastic Recursive Optimal Control Problem with Time Delay and Applications. arXiv:1304.6182 [math.OC]
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