王寒霄｜深圳大学｜学者主页

期刊论文

2026

Solvability of Coupled Forward–Backward Volterra Integral Equations

Wenyang Li, Hanxiao Wang, Jiongmin Yong

Applied Mathematics and Optimization

DOI

2025

Forward-Backward Stochastic Linear-Quadratic Optimal Controls: Equilibrium Strategies and Nonsymmetric Riccati Equations

Qi Lu, Bowen Ma, Hanxiao Wang

SIAM Journal of Control and Optimization

DOI

2024

On the Performance Analysis of Momentum Method: A Frequency Domain Perspective

Xianliang Li, Jun Luo, Zhiwei Zheng, Hanxiao Wang, Li Luo, Li Wen, Lin-Long Wu, Sheng Xu

International Conference on Learning Representations

DOI

2024

Optimal Controls for Forward-Backward Stochastic Differential Equations: Time-Inconsistency and Time-Consistent Solutions

Hanxiao Wang, Jiongmin Yong, Chao Zhou

Journal des Mathématiques Pures et Appliquées

DOI

2024

A high-accuracy compact finite difference scheme for time-fractional diffusion equations

Xin-Dong Zhang, Hanxiao Wang, Ziyang Luo, Lei-Lei Wei

Revista de la Unión Matemática Argentina

DOI

2023

Present-biased lobbyists in linear–quadratic stochastic differential games

A. Lazrak, Hanxiao Wang, J. Yong

Finance and Stochastics

DOI

2023

Analysis of Numerical Method for Diffusion Equation with Time-Fractional Caputo–Fabrizio Derivative

Hanxiao Wang, Xin-Dong Zhang, Ziyang Luo, Juan Liu

Journal of mathematics

DOI

2023

Erratum to: Turnpike Properties for Stochastic Linear-Quadratic Optimal Control Problems

Jing-Rui Sun, Hanxiao Wang, Jiong-Min Yong

Chinese Annals of Mathematics. Series B

DOI

2022

Backward stochastic differential equations and backward stochastic Volterra integral equations with anticipating generators

Hanxiao Wang, Jiong-Min Yong, Chao Zhou

Probability, Uncertainty and Quantitative Risk

DOI

2022

Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations

Hanxiao Wang, Jiong-Min Yong, Chao Zhou

SIAM Journal of Control and Optimization

DOI

2022

Turnpike Properties for Stochastic Linear-Quadratic Optimal Control Problems

Jing-Rui Sun, Hanxiao Wang, Jiong-Min Yong

Chinese Annals of Mathematics. Series B

DOI

2021

Mean-field linear-quadratic stochastic differential games

Jing-Rui Sun, Hanxiao Wang, Zhanghua Wu

DOI

2021

Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games

Jing-Rui Sun, Hanxiao Wang, Jia-Qiang Wen

SIAM Journal of Control and Optimization

DOI

2020

Path dependent Feynman–Kac formula for forward backward stochastic Volterra integral equations

Hanxiao Wang, J. Yong, Jian-Feng Zhang

Annales De L Institut Henri Poincare-probabilites Et Statistiques

DOI

2019

Linear-quadratic optimal control for backward stochastic differential equations with random coefficients

Jing-Rui Sun, Hanxiao Wang

E S A I M: Control, Optimisation and Calculus of Variations

DOI

2019

Mean-field stochastic linear-quadratic optimal control problems: Weak closed-loop solvability

Jing-Rui Sun, Hanxiao Wang

Mathematical Control and Related Fields

DOI

2019

Time-inconsistent stochastic optimal control problems and backward stochastic volterra integral equations

Hanxiao Wang, J. Yong

E S A I M: Control, Optimisation and Calculus of Variations

DOI

2019

Extended backward stochastic Volterra integral equations, Quasilinear parabolic equations, and Feynman–Kac formula

Hanxiao Wang

Stochastics and Dynamics

DOI

2018

Recursive Utility Processes, Dynamic Risk Measures and Quadratic Backward Stochastic Volterra Integral Equations

Hanxiao Wang, Jing-Rui Sun, J. Yong

Applied Mathematics and Optimization

DOI

2018

Weak closed-loop solvability of stochastic linear-quadratic optimal control problems

Hanxiao Wang, Jing-Rui Sun, J. Yong

Discrete and Continuous Dynamical Systems. Series A

DOI

预印本

2026

Sub-Infinite Horizon Stochastic Linear-Quadratic Optimal Control Problems and Delayed Backward Riccati Equations

Yutao Chen, Hongwei Lou, Hanxiao Wang

arXiv (Cornell University)

DOI

2026

Stackelberg Stochastic Linear-Quadratic Differential Games: A Closed-Loop Equilibrium Approach

Qi Lü, Bowen Ma, Hanxiao Wang

arXiv (Cornell University)

DOI

2025

Mean-Field Stochastic Linear-Quadratic Optimal Controls: Roles of Expectation and Conditional Expectation Operators

Hanxiao Wang, Jiongmin Yong

arXiv preprint

2024

Solvability of Equilibrium Riccati Equations: A Direct Approach

Bowen Ma, Hanxiao Wang

arXiv preprint

2024

Dynamic Coalition Portfolio Selection with Recursive Utility

Hanxiao Wang, Chao Zhou

arXiv preprint

王寒霄

精选作品

期刊论文

Solvability of Coupled Forward–Backward Volterra Integral Equations

Forward-Backward Stochastic Linear-Quadratic Optimal Controls: Equilibrium Strategies and Nonsymmetric Riccati Equations

On the Performance Analysis of Momentum Method: A Frequency Domain Perspective

Optimal Controls for Forward-Backward Stochastic Differential Equations: Time-Inconsistency and Time-Consistent Solutions

A high-accuracy compact finite difference scheme for time-fractional diffusion equations

Present-biased lobbyists in linear–quadratic stochastic differential games

Analysis of Numerical Method for Diffusion Equation with Time-Fractional Caputo–Fabrizio Derivative

Erratum to: Turnpike Properties for Stochastic Linear-Quadratic Optimal Control Problems

Backward stochastic differential equations and backward stochastic Volterra integral equations with anticipating generators

Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations

Turnpike Properties for Stochastic Linear-Quadratic Optimal Control Problems

Mean-field linear-quadratic stochastic differential games

Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games

Path dependent Feynman–Kac formula for forward backward stochastic Volterra integral equations

Linear-quadratic optimal control for backward stochastic differential equations with random coefficients

Mean-field stochastic linear-quadratic optimal control problems: Weak closed-loop solvability

Time-inconsistent stochastic optimal control problems and backward stochastic volterra integral equations

Extended backward stochastic Volterra integral equations, Quasilinear parabolic equations, and Feynman–Kac formula

Recursive Utility Processes, Dynamic Risk Measures and Quadratic Backward Stochastic Volterra Integral Equations

Weak closed-loop solvability of stochastic linear-quadratic optimal control problems

预印本

Sub-Infinite Horizon Stochastic Linear-Quadratic Optimal Control Problems and Delayed Backward Riccati Equations

Stackelberg Stochastic Linear-Quadratic Differential Games: A Closed-Loop Equilibrium Approach

Mean-Field Stochastic Linear-Quadratic Optimal Controls: Roles of Expectation and Conditional Expectation Operators

Solvability of Equilibrium Riccati Equations: A Direct Approach

Dynamic Coalition Portfolio Selection with Recursive Utility

研究方向