Showing 1–20 of 20 results
/ Date/ Name
Jul 17, 2025BSDE Approach for $α$-Potential Stochastic Differential GamesMay 2, 2025NeuroLoc: Encoding Navigation Cells for 6-DOF Camera LocalizationJan 8, 2025Infinite Horizon Fully Coupled Nonlinear Forward-Backward Stochastic Difference Equations and Their Application to LQ Optimal Control ProblemsOct 2, 2024Fully Coupled Nonlinear FBS$Δ$Es: Solvability and LQ Control InsightsOct 2, 2024Discrete-Time LQ Stochastic Two-Person Nonzero-Sum Difference Games with Random Coefficients:~Open-Loop Nash EquilibriumFeb 20, 2023Primitive to conventional geometry projection for efficient phonon transport calculationsDec 3, 2022Thermal resistance from non-equilibrium phonons at Si-Ge interfaceAug 30, 2022Phonons and phase symmetries in bulk $CrCl_3$ from scattering measurements and theoryOct 14, 2020A stochastic maximum principle for partially observed stochastic control systems with delayMar 20, 2020Remote weak signal measurement via bound states in optomechanical systemApr 18, 2019Optimal Control of Markov Regime-Switching Stochastic Recursive UtilitiesSep 6, 2018Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems of Markov Regime-Switching SystemNov 16, 2015Pricing Two-asset Options under Exponential Lévy Model Using a Finite Element MethodJul 24, 2015Continuous-Time Mean-Variance Portfolio Selection with Constraints on Wealth and PortfolioJul 3, 2015Optimal Investment Stopping Problem with Nonsmooth Utility in Finite HorizonAug 26, 2014Time Consistent Behavior Portfolio Policy for Dynamic Mean-Variance FormulationJun 26, 2014Optimal Investment with Stopping in Finite HorizonMar 4, 2014Mean-Variance Policy for Discrete-time Cone Constrained Markets: The Consistency in Efficiency and Minimum-Variance Signed Supermartingale MeasureMar 5, 2013Unified Framework of Mean-Field Formulations for Optimal Multi-period Mean-Variance Portfolio SelectionAug 27, 2012A Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations in Infinite Horizon