科研成果 |
<p> "[1] Jingrui Sun, Hanxiao Wang*, Jiaqiang Wen. Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games. SIAM Journal on Control and Optimization, 61 (2023), 250–282. <br>[2] Jingrui Sun, Hanxiao Wang*, Jiongmin Yong. Turnpike Properties for Stochastic Linear Quadratic Optimal Control Problems. Chinese Annals of Mathematics Series B, 43 (2022), 999–1022. <br>[3] Hanxiao Wang*, Jiongmin Yong, Chao Zhou. Backward Stochastic Differential Equations and Backward Stochastic Volterra Integral Equations with Anticipating Generators. Probability, Uncertainty and Quantitative Risk, 4 (2022), 301-332. <br>[4] Hanxiao Wang*, Jiongmin Yong, Jianfeng Zhang. Path Dependent Feynman-Kac Formula for Forward Backward Stochastic Volterra Integral Equations. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 58 (2022), 603-638. <br>[5] Jingrui Sun, Hanxiao Wang*, Zhen Wu. Mean-field Linear Quadratic Stochastic Differential Games. Journal of Differential Equations, 296 (2021), 299-334. <br>[6] Hanxiao Wang, Jingrui Sun*, Jiongmin Yong. Recursive Utility Processes, Dynamic Risk Measures, and Quadratic Backward Stochastic Volterra Integral Equations. Applied Mathematics and Optimization, 84 (2021), 145-190. <br>[7] Hanxiao Wang*. Extended Backward Stochastic Volterra Integral Equations, Quasilinear Parabolic Equations, and Feynman-Kac Formula. Stochastics and Dynamics, 21 (2021), 2150004. <br>[8] Jingrui Sun, Hanxiao Wang*. Linear Quadratic Optimal Control for Backward Stochastic Differential Equations with Random Coefficients. ESAIM: Control, Optimisation and Calculus of Variations, 27 (2021), 46. <br>[9] Hanxiao Wang*, Jiongmin Yong. Time-inconsistent Stochastic Optimal Control Problems and Backward Stochastic Volterra Integral Equations. ESAIM: Control, Optimisation and Calculus of Variations, 27 (2021), 22. <br>[10] Hanxiao Wang, Jingrui Sun*, Jiongmin Yong. Weak closed-loop solvability of stochastic linear-quadratic optimal control problems. Discrete and Continuous Dynamical Systems, 39 (2019), 2785-2805."<br><br></p> |
科研项目 |
"国家自然科学基金青年基金,2023.1-2025.12,30万,随机Volterra方程驱动的线性二次对策问题(主持) <br>广东省自然科学基金面上项目,2023.1-2025.12,10万,正倒向随机系统的最优控制问题:时间不一致性和时间一致均衡策略(主持)"<br> |