肖华

2025

Linear Quadratic Optimal Control Problems for Conditional Mean‐Field Stochastic Differential Equations Under Partial Information

International Journal of Robust and Nonlinear Control

DOI

2024

Maximum Principle for Stochastic Control System with Elephant Memory and Jump Diffusion

Journal of Systems Science and Complexity

DOI

2024

A Mean-Field Game for a Forward-Backward Stochastic System with Partial Observation and Common Noise

IEEE/CAA Journal of Automatica Sinica

DOI

2023

Backward Stackelberg Games with Delay and Related Forward–Backward Stochastic Differential Equations

Mathematics

DOI

2021

Individual and mass behavior in large population forward–backward stochastic control problems: Centralized and Nash equilibrium solutions

Optimal Control Applications and Methods

DOI

2018

A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information

Automatica

DOI

2017

An optimal control problem for mean-field forward–backward stochastic differential equation with noisy observation

Automatica

DOI

2016

Partial information differential games for mean-field SDEs

Chinese Control Conference (CCC)

DOI

2015

A class of optimal control problems for mean-?field forward-backward stochastic systems with partial information

2014

Arrow Sufficient Conditions for Optimality of Fully Coupled Forward–Backward Stochastic Differential Equations with Applications to Finance

Journal of Optimization Theory and Applications

DOI

2014

Linear Quadratic Nonzero Sum Differential Games with Asymmetric Information

Mathematical Problems in Engineering

DOI

2013

Differential games of partial information forward-backward doubly SDE and applications

ESAIM Control Optimisation and Calculus of Variations

DOI

2013

Optimality Conditions for Optimal Control of Jump-Diffusion SDEs with Correlated Observations Noises

Mathematical Problems in Engineering

DOI

2013

An optimal control problem of backward stochastic differential equations with partial information

Proceedings of the 32nd Chinese Control Conference

2013

Large Population LQ Games of Forward-backward Stochastic Systems

2013

Mean Field Linear-Quadratic-Gaussian (LQG) Games of Forward-Backward Stochastic Differential Equations

2011

部分信息下正倒向随机系统的最优控制和微分对策理论

《山东大学》

2011

The maximum principle for partially observed optimal control of forward-backward stochastic systems with random jumps

Journal of Systems Science and Complexity

DOI

2011

Maximum principle for differential games of forward–backward stochastic systems with applications

Journal of Mathematical Analysis and Applications

DOI

2011

Maximum principle for optimal control of point processes with correlated noisy observations

Proceedings of the 30th Chinese Control Conference

2010

The Filtering Equations of Forward-Backward Stochastic Systems with Random Jumps and Applications to Partial Information Stochastic Optimal Control

Stochastic Analysis and Applications

DOI

2010

Multi-dimensional reflected backward stochastic differential equations and the comparison theorem

Acta Mathematica Scientia

DOI

2010

A necessary condition for optimal control of initial coupled forward-backward stochastic differential equations with partial information

Journal of Applied Mathematics and Computing

DOI

2007

多维反射倒向随机微分方程的解对参数的连续依赖性

《山东大学学报(理学版)》

2007

Continuous dependence of the solution of multi-dimensional reflected backward stochastic differential equations on the parameters

2005

多维反射倒向随机微分方程和比较定理

《山东大学》

2023

Open-loop Leader-follower Stochastic Differential Game with State Delay and Related FBSDEs

《第42届中国控制会议论文集（1）》

DOI

2009

Pricing and optimal conversion strategy of convertible bonds

DOI

2004

一类线性二次正倒向随机控制系统的最优控制问题

《第二十三届中国控制会议论文集（上册）》