Paper Publications
- [1] . A maximum principle for progressive optimal control of mean-field forward-backward stochastic system involving random jumps and impulse controls. Asian Journal of Control , 2023.
- [2] . Second-order necessary condition for partially observed stochastic system with random jumps. systems & control letters, 185, 2024.
- [3] . A maximum principle for progressive optimal control of mean-field forward–backward stochastic system involving random jumps and impulse controls. Asian journal of control, 26, 736, 2024.
- [4] . A Kind of Optimal Investment Problem under Inflation and Uncertain Exit Time. 41st Chinese Control Conference, CCC 2022, 2022-July, 1739-1744, 2022.
- [5] 黄宗媛. Quadratic reflected BSDEs and related obstacle problems for PDEs. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 49, 567, 2020.
- [6] 黄宗媛 and 吴臻. A kind of optimal investment problem under inflation and uncertain time horizon. Applied Mathematics and Computation (New York), 375, 2020.
- [7] 吴臻 , 黄宗媛 and 黄宗媛. Pricing and Hedging Problem of Foreign Currency Option with Higher Borrowing Rate. J Syst Sci Complex, 26, 407, 2013.
- [8] 黄宗媛 , J. P. Lepeltier and 吴臻. Reflected Forward-backward Stochastic Differential Equations with Continuous Monotone Coefficients. Statistics and Probability Letters, 80, 1569, 2010.
- [9] . One Kind of Corporate Optimal Investment Problem: Inflation Case. Joint 48th IEEE Conference on Decision and Control (CDC) / 28th Chinese Control Conference (CCC), 0, 3668-3672, 2009.
- [10] . 一类高维抛物型偏微分方程的粘性解. 山东大学学报 理学版, 43, 5-9+14, 2008.
- [11] . One Kind of Corporate International Optimal Investment and Consumption Choice Problem. 27th Chinese Control Conference, 603-606, 2008.
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