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Liangquan Zhang

Identifiers

  • name variant Liangquan Zhang 0.60 · backfill

Papers (13)

  1. Optimal Control of Markov Regime-Switching Stochastic Recursive Utilities math.OC · 2019 · author #1
  2. Singular Optimal Controls of Stochastic Recursive Systems and Hamilton-Jacobi-Bellman Inequality math.OC · 2018 · author #1
  3. Stochastic Maximum Principle for Mean-field Controls and Non-Zero Sum Mean-field Game Problems for Forward-Backward Systems math.OC · 2012 · author #2
  4. The Viability Property for Path-dependent SDE under Open Constraints math.PR · 2012 · author #1
  5. Necessary Condition for Near Optimal Control of Linear Forward-backward Stochastic Differential Equations math.OC · 2012 · author #1
  6. Asymptotic Properties of Coupled Forward-Backward Stochastic Differential Equations math.PR · 2012 · author #3
  7. The Relaxed Stochastic Maximum Principle in the Mean-field Singular Controls math.OC · 2012 · author #1
  8. Large Deviation for Reflected Backward Stochastic Differential Equations math.PR · 2011 · author #1
  9. Stochastic Verification Theorem of Forward-Backward Controlled Systems for Viscosity Solutions math.OC · 2010 · author #1
  10. General Doubly Stochastic Maximum Principle and Its Applications to Optimal Control of SPDEs math.OC · 2010 · author #1
  11. Comparison Theorems of Infinite Horizon Forward-Backward Stochastic Differential Equations math.PR · 2010 · author #1
  12. Comparison Theorem of Multi-dimensional Backward Doubly Stochastic Differential Equations on Infinite Horizon math.PR · 2010 · author #1
  13. Maximum Principle for Forward-Backward Doubly Stochastic Control Systems and Applications math.OC · 2010 · author #1

Mentions

  • 1207.4326 #2 · backfill · confidence 0.70 Liangquan Zhang
  • 1203.5666 #1 · backfill · confidence 0.70 Liangquan Zhang
  • 1203.1774 #1 · backfill · confidence 0.70 Liangquan Zhang
  • 1203.0862 #3 · backfill · confidence 0.70 Liangquan Zhang
  • 1202.4129 #1 · backfill · confidence 0.70 Liangquan Zhang
  • 1111.7189 #1 · backfill · confidence 0.70 Liangquan Zhang
  • 1010.5742 #1 · backfill · confidence 0.70 Liangquan Zhang
  • 1009.6061 #1 · backfill · confidence 0.70 Liangquan Zhang
  • 1005.4139 #1 · backfill · confidence 0.70 Liangquan Zhang
  • 1005.4131 #1 · backfill · confidence 0.70 Liangquan Zhang
  • 1005.4129 #1 · backfill · confidence 0.70 Liangquan Zhang

Frequent Coauthors