郝涛｜山东财经大学｜学者主页

期刊论文

2025

一类带有非Lipschitz系数的平均场倒向随机微分方程强解的存在唯一性

郝涛

《数学学报(中文版)》

2025

Maximum Principle of Stochastic Optimal Control Problems with Model Uncertainty

Tao Hao, Jiaqiang Wen, Jie Xiong

Journal of Optimization Theory and Applications

DOI

2025

Mean-field backward stochastic differential equations and nonlocal PDEs with quadratic growth

Tao Hao, Ying Hu, Shanjian Tang, Jiaqiang Wen

The Annals of Applied Probability

DOI

2025

Stochastic Differential Games of Mean-Field Dynamics and Second-Order Bellman–Isaacs Equations on the Wasserstein Space

Tao Hao, Jie Xiong

Acta Mathematica Sinica English Series

DOI

2025

A maximum principle for robust optimal control problems of quadratic BSDEs

Tao Hao, Jiaqiang Wen, Qi Zhang

Probability Uncertainty and Quantitative Risk

DOI

2025

A Partially Observed Nonzero-Sum Differential Game of Mean-Field Backward Doubly Stochastic Systems

Qing-Feng Zhu, Yilin Wei, Tao Hao, Hui Zhang, Yufeng Shi

Applied Mathematics and Optimization

DOI

2024

平均场型的随机微分对策和路径依赖的Bellman-Isaacs主方程

郝涛

《数学年刊A辑(中文版)》

2024

风险敏感性平均场控制的一个二阶必要条件（英文）

郝涛

《应用概率统计》

2024

A Global Optimality Principle for Fully Coupled Mean-field Control Systems

Tao Hao

Acta Mathematicae Applicatae Sinica English Series

DOI

2023

Maximum principle for a Markovian regime switching system under model uncertainty

Tao Hao, Jia-Qiang Wen, Jie Xiong

2022

投融资期限错配与企业债券违约风险

张馨月，郝涛

《财经问题研究》，No. 2

下载原文

2022

Solvability of a class of mean-field BSDEs with quadratic growth

Tao Hao, Jiaqiang Wen, Jie Xiong

Statistics & Probability Letters

DOI

2022

A Global Maximum Principle for Controlled Conditional Mean-field FBSDEs with Regime Switching

Tao Hao, Jia-Qiang Wen, J. Xiong

2020

带有终端限制的平均场正倒向随机时滞控制系统的最大值原理以及在平均场对策中的应用

郝涛

《数学年刊A辑(中文版)》

DOI

2020

General fully coupled FBSDES involving the value function and related nonlocal HJB equations combined with algebraic equations

Tao Hao, Qingfeng Zhu

Stochastics and Dynamics

DOI

2020

Anticipated mean-field backward stochastic differential equations with jumps∗

Tao Hao

Lithuanian Mathematical Journal

DOI

2020

Singular optimal control problems with recursive utilities of mean‐field type

Tao Hao, Qingxin Meng

Asian Journal of Control

DOI

2020

A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps

Tao Hao, Qingxin Meng

ESAIM Control Optimisation and Calculus of Variations

DOI

2019

A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems

Tao Hao, Qingxin Meng

European Journal of Control

DOI

2017

BSDES in games, coupled with the value functions. associated nonlocal Bellman-Isaacs equations

Tao Hao, Juan Li

Acta Mathematica Scientia

DOI

2016

平均场正倒向随机微分方程及相关的最优控制、微分对策问题

郝涛

《山东大学》

2016

Mean-field SDEs with jumps and nonlocal integral-PDEs

Tao Hao, Juan Li

Nonlinear Differential Equations and Applications NoDEA

DOI

2016

Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton−Jacobi−Bellman equations

Tao Hao, Juan Li

DOI

2014

Backward Stochastic Differential Equations Coupled with Value Function and Related Optimal Control Problems

Tao Hao, Juan Li

DOI

2012

g-协方差和g-相关系数的几个性质

郝涛

《应用概率统计》

2008

Pension Options Valuation and Hedging Bounds

Tao Hao

2008

Option pricing and hedging bounds in incomplete markets

Tao Hao

DOI

预印本

2025

Mean-field backward stochastic Volterra integral equations: well-posedness and related particle system

Tao Hao, Ying Hu, Jiaqiang Wen

arXiv (Cornell University)

DOI

2017

Global maximum principle for mean-field forward-backward stochastic systems with delay and application to finance

Tao Hao, Qingxin Meng

arXiv (Cornell University)

DOI

郝涛

精选作品

期刊论文

一类带有非Lipschitz系数的平均场倒向随机微分方程强解的存在唯一性

Maximum Principle of Stochastic Optimal Control Problems with Model Uncertainty

Mean-field backward stochastic differential equations and nonlocal PDEs with quadratic growth

Stochastic Differential Games of Mean-Field Dynamics and Second-Order Bellman–Isaacs Equations on the Wasserstein Space

A maximum principle for robust optimal control problems of quadratic BSDEs

A Partially Observed Nonzero-Sum Differential Game of Mean-Field Backward Doubly Stochastic Systems

平均场型的随机微分对策和路径依赖的Bellman-Isaacs主方程

风险敏感性平均场控制的一个二阶必要条件（英文）

A Global Optimality Principle for Fully Coupled Mean-field Control Systems

Maximum principle for a Markovian regime switching system under model uncertainty

投融资期限错配与企业债券违约风险

Solvability of a class of mean-field BSDEs with quadratic growth

A Global Maximum Principle for Controlled Conditional Mean-field FBSDEs with Regime Switching

带有终端限制的平均场正倒向随机时滞控制系统的最大值原理以及在平均场对策中的应用

General fully coupled FBSDES involving the value function and related nonlocal HJB equations combined with algebraic equations

Anticipated mean-field backward stochastic differential equations with jumps∗

Singular optimal control problems with recursive utilities of mean‐field type

A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps

A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems

BSDES in games, coupled with the value functions. associated nonlocal Bellman-Isaacs equations

平均场正倒向随机微分方程及相关的最优控制、微分对策问题

Mean-field SDEs with jumps and nonlocal integral-PDEs

Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton−Jacobi−Bellman equations

Backward Stochastic Differential Equations Coupled with Value Function and Related Optimal Control Problems

g-协方差和g-相关系数的几个性质

Pension Options Valuation and Hedging Bounds

Option pricing and hedging bounds in incomplete markets

预印本

Mean-field backward stochastic Volterra integral equations: well-posedness and related particle system

Global maximum principle for mean-field forward-backward stochastic systems with delay and application to finance

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