闵慧

2026

Note on stabilization of hybrid neutral stochastic delay systems rooted in delayed discrete feedback control

Acta Mathematica Scientia

DOI

2026

Stochastic Maximum Principle for Mean‐Field Delayed Backward Doubly Stochastic Differential Equations

Optimal Control Applications and Methods

DOI

2024

应用随机过程

《北京工业大学出版社》

2024

Two-Player Nonzero-Sum Stochastic Differential Games with Switching Controls

Mathematics

DOI

2022

$$L^p$$-Error Estimates for Numerical Schemes for Solving Certain Kinds of Mean-Field Backward Stochastic Differential Equations

Journal of Theoretical Probability

DOI

2021

Weak Convergence Analysis and Improved Error Estimates for Decoupled Forward-Backward Stochastic Differential Equations

Mathematics

DOI

2020

Fully coupled mean‐field FBSDEs with jumps and related optimal control problems

Optimal Control Applications and Methods

DOI

2017

Weak solutions of mean-field stochastic differential equations

Stochastic Analysis and Applications

DOI

2016

Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games

SIAM Journal of Control and Optimization

DOI

2016

Controlled mean-field backward stochastic differential equations with jumps involving the value function

Journal of Systems Science and Complexity

DOI

2023

Mean-Field Stochastic Control Problem with Terminal State Constraints under g-expectation

《第42届中国控制会议论文集（3）》

DOI

2021

Reflected mean-field backward stochastic differential equations with time delayed generators

《第33届中国控制与决策会议论文集（3）》

DOI