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Professor Supervisor of Doctorate Candidates Supervisor of Master's Candidates

Paper Publications

[1] Min LI , Tianyang NIE , Shujun WANG and Ke YAN. Incomplete information mean-field games and related Riccati equations. Journal of Optimization Theory and Applications, 2487, 2024.
[2] Tianyang NIE , Shujun WANG and Zhen WU. Linear-Quadratic Delayed Mean-Field Social Optimization. Applied Mathematics & Optimization, 2024.
[3] Bozhang, DONG , Tianyang NIE and Zhen WU. A maximum principle for discrete-time stochastic optimal control problem with delay. systems & control letters, 181, 2023.
[4] Min, LI , Tianyang, NIE and Zhen, WU. Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Ricc.... SIAM Journal on Control and Optimization, 61(4), 2114–2139, 2023.
[5] Yanbo, CHEN , Tianyang, NIE and Shujun, WANG. Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem. Systems & Control Letters, 177, 15 pp, 2023.
[6] Yinggu CHEN , Tianyang NIE and Zhen WU. The stochastic maximum principle for relaxed control problem with regime-switching. Systems & Control Letters, 169, 1-11, 2022.
[7] Bozhang DONG , Tianyang NIE and Zhen WU. Maximum principle for discrete-time stochastic control problem of mean-field type. Automatica, 144, No. 110497, 2022.
[8] Tianyang NIE and Ke YAN. Extended mean-field control problem with partial observation. ESAIM-Control Optimisation and Calculus of Variation, 28, 1-43, 2022.
[9] Tianyang NIE , Falei WANG and Zhiyong YU. Maximum principle for general partial information nonzero sum stochastic differential games and a.... Dynamic Games and Applications, 12, 608–631, 2022.
[10] Tianyang NIE and Marek Rutkowski. Reﬂected and doubly reﬂected BSDEs driven by RCLL martingales. Stochastics and Dynamics, 22, 1-34, 2022.

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