[1] Shuzhen Yang*. Stochastic maximum principle for optimal control problem with a stopping time cost functional, International Journal of Control, 1-13, 2021,
https://doi.org/10.1080/00207179.2021.1872801.
[2] Shaolin Ji, Shuzhen Yang#. Non-markovian fully coupled forward-backward stochastic systems and classical solutions of path-dependent PDEs, Stochastic Analysis and Applications, 39(1), 91-112, 2021.
[3] Shuzhen Yang*. A varying terminal time structure for stochastic optimal control under constrained condition. International Journal of Robust and Nonlinear Control. 30, 5181-5204, 2020.
[4] Ying Peng, Shuzhen Yang*. The connection between discrete and continuous state constrained optimal control systems. International Journal of Control, 1-8, 2019,
https://doi.org/10.1080/00207179.2019.1706765.
[5] Shuzhen Yang*. The necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional. Systems & Control Letters, 114, 11-18, 2018.
[6] Shuzhen Yang*. Near-maximum principle for general recursive utility optimal control problem. International Journal of Control, 91, 2187-2198, 2018.
[7] Ferrari, Giorgio, Shuzhen Yang. On an optimal extraction problem with regime switching. Advances in Applied Probability, 50, 671-705, 2018.
[8] Shuzhen Yang*. The deterministic maximum principle for differential systems with a general cost functional. Optim. Control Appl. Meth. 38, 498-505, 2017.
[9] Qiang Gao, Shuzhen Yang*. Maximum principle for forward-backward SDEs with a general cost functional. International Journal of Control, 90, 1597-1603, 2017.
[10] Haodong Liu, Shuzhen Yang*. Representation and converse comparison theorems for multidimensional BSDEs. Statistics and Probability Letters, 127, 67–74, 2017.
[11] Shuzhen Yang*. The maximum principle for stochastic differential systems with general cost functional. Systems & Control Letters, 90, 1-6, 2016.
[12] Shaolin Ji, Lin Wang, Shuzhen Yang*. Path-dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional differential systems. Optim. Control Appl. Meth, 36, 109-120, 2015.
[13] Shaolin Ji, Shuzhen Yang*. Solutions for Functional Fully Coupled Forward-Backward Stochastic Differential Equations. Statistics and Probability Letters, 99, 70-76, 2015.
[14] Mingshang Hu, Shaolin Ji, Shuzhen Yang. A stochastic recursive optimal control problem under the G-expectation framework. Applied Mathematics Optimization, 70, 253–278, 2014.
[15] Ying Peng, Hui Liu, Shuzhen Yang, Bin Gong. Parallel Algorithm for BSDEs based High Dimensional American Option Pricing on the GPU. Journal of Computational Information Systems, 10, 1–8, 2014.
[16] 宫晓琳, 杨淑振, 胡金焱, 张宁. 非线性期望理论与基于模型不确定性的风险度量. 经济研究, 11, 133-147, 2015.
[17] 宫晓琳, 陈增敬, 张晓普, 杨淑振. 随机极限正态分布与宏观风险监测. 经济研究, 135-148, 2014.
[18] 宫晓琳, 杨淑振. 量化分析宏观金融风险的非线性演变速度与机制. 金融研究, 113-127, 2013.
如需电子版请联系作者。