Paper Publications
- [33] yangshuzhen. The maximum principle for stochastic differential systems with general cost functional. systems & control letters, 90, 1, 2016.
- [34] yangshuzhen. Path-dependent Hamilton-Jacobi-Bellman equations related to controlled stochastic functional differential systems. Optimal control applications and methods, 36, 109, 2015.
- [35] yangshuzhen. A note on functional derivatives on continuous paths. statistics & probability letters, 106, 176, 2015.
- [36] yangshuzhen. Solutions for functional fully coupled forward- backward stochastic differential equations. statistics & probability letters, 99, 70, 2015.
- [37] humingshang , Shaolin Ji and yangshuzhen. A stochastic recursive optimal control problem under the G-expectation framework. Applied Mathematics & Optimization, 2014.
- [38] pengying , liuhui , yangshuzhen and gongbin. Parallel Algorithm for BSDEs Based High Dimensional American Option Pricing on the GPU. Journal of Computational Information Systems 10: 2 (2014) 763–771, 2014.
- [39] yangshuzhen. Near-maximum principle for general recursive utility optimal control problem. International Journal of Control, 91, 2187, 2018.
- [40] yangshuzhen and Ferrari, Giorgio. ON AN OPTIMAL EXTRACTION PROBLEM WITH REGIME SWITCHING. ADVANCES IN APPLIED PROBABILITY, 50, 671, 2018.
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