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Disambiguation of "Nie, Tianyang"

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Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem.

, , and . Syst. Control. Lett., (July 2023)

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Yaru Nie

Xiaohan Nie

Heinz Nie

Zhigang Nie

Pingping Nie

 

Other publications of authors with the same name

Generalized Hamilton-Jacobi-Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem., and . SIAM J. Control and Optimization, 54 (2): 602-631 (2016)A BSDE approach to fair bilateral pricing under endogenous collateralization., and . Finance and Stochastics, 20 (4): 855-900 (2016)Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints., , and . SIAM J. Control and Optimization, 56 (4): 2835-2877 (2018)A maximum principle for discrete-time stochastic optimal control problem with delay., , and . Syst. Control. Lett., (November 2023)Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem., , and . Syst. Control. Lett., (July 2023)Connection between MP and DPP for stochastic recursive optimal control problems: Viscosity solution framework in local case., , and . ACC, page 7225-7230. IEEE, (2016)The stochastic maximum principle for relaxed control problem with regime-switching., , and . Syst. Control. Lett., (2022)Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach., , and . SIAM J. Control. Optim., 61 (4): 2114-2139 (August 2023)Maximum Principle for General Partial Information Nonzero Sum Stochastic Differential Games and Applications., , and . Dyn. Games Appl., 12 (2): 608-631 (2022)Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case., , and . SIAM J. Control and Optimization, 55 (5): 3258-3294 (2017)