邢壮壮

2025

Robust optimal control of bi-objective non-homogeneous stochastic linear quadratic system with random coefficients

Automatica

DOI

2025

Two-stage linear quadratic stochastic optimal control problem under model uncertainty

Science China Information Sciences

DOI

2024

Two-stage stochastic optimal control problem under G-expectation

Systems & Control Letters，Vol. 189

DOI

2024

Robust Optimal Control of Biobjective Linear–Quadratic System With Noisy Observation

IEEE Transactions on Automatic Control

DOI

2022

Mean-field backward stochastic differential equations with reflection and related nonlocal PDEs in a convex domain

Systems & Control Letters，Vol. 159

DOI

2020

Anticipated Reflected Backward Doubly SDEs with Generators in Stochastic Lipschitz Condition

DOI

2020

Anticipated backward doubly SDEs with generators in stochastic Lipschitz condition

Journal of Physics, Conference Series

DOI

2024

Recursive stochastic differential games with non-Lipschitzian generators and viscosity solutions of Hamilton-Jacobi-Bellman-Isaacs equation

arXiv preprint