Linear-Quadratic Stackelberg Game for Mean-Field Backward Stochastic Differential System and Application

Leader–follower stochastic differential game with asymmetric information and applications

(2016) Jingtao Shi et al.   AUTOMATICA

A Nonzero Sum Differential Game of BSDE With Time-Delayed Generator and Applications

(2016) Jingtao Shi et al.   IEEE TRANSACTIONS ON AUTOMATIC CONTROL

Backward Mean-Field Linear-Quadratic-Gaussian (LQG) Games: Full and Partial Information

(2016) Jianhui Huang et al.   IEEE TRANSACTIONS ON AUTOMATIC CONTROL

Nash equilibrium strategies for a defined contribution pension management

(2015) Huiling Wu et al.   INSURANCE MATHEMATICS & ECONOMICS

The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games

(2015) Alain Bensoussan et al.   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations

(2013) Jiongmin Yong   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

A partial information non-zero sum differential game of backward stochastic differential equations with applications

(2011) Guangchen Wang et al.   AUTOMATICA

Mean-field backward stochastic differential equations: A limit approach

(2009) Rainer Buckdahn et al.   ANNALS OF PROBABILITY

Optimal investment for a pension fund under inflation risk

(2009) Aihua Zhang et al.   MATHEMATICAL METHODS OF OPERATIONS RESEARCH

A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications

(2009) Jianhui Huang et al.   SIAM JOURNAL ON CONTROL AND OPTIMIZATION