[9]Juan Li, Wenqiang Li*, Gechun Liang. A game theoretical approach to homothetic robust forward investment performance processes in stochastic factor models. Submitted. https://arxiv.org/abs/2005.10660. [8] Tao Hao, Wenqiang Li*, Yajie Chen. A general stochastic maximum principle for mean-field systems with recursive utilities. Submitted. [7] Juan Li, Wenqiang Li, Qingmeng Wei. Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations. ESAIM: Control,Optimisation and Calculus of Variations, 27, 2021. Published online. DOI: https://doi.org/10.1051/cocv/2020070. [6] Wenqiang Li, Hui Min. Fully coupled mean-field FBSDEs with jumps and related optimal control problems. Optimal Control Applications & Methods, 42 (1), 305-329, 2021. [5] Juan Li, Wenqiang Li*. Nash equilibrium payoffs for nonzero-sum stochastic differential games without Isaacs condition. Stochastics, 91 (1), 1-36, 2019. [4] Juan Li, Wenqiang Li*. Zero-sum and nonzero-sum differential games without Isaacs condition. ESAIM: Control,Optimisation and Calculus of Variations, 23, 1217-1252, 2017. [3] Wenqiang Li*, Ying Peng, Junbo Liu. Reflected forward-backward stochastic differential equations and related PDEs. Stochastic Analysis and Applications, 34 (5), 906-926, 2016. [2] Juan Li, Wenqiang Li*. Controlled reflected mean-field backward stochastic differential equations coupled with value function and related PDEs. Mathematical ontrol and Related Fields, 5 (3), 501-516, 2015. [1] Yanjun Lou, Wenqiang Li. Backward linear quadratic stochastic optimal control problems and nonzero-sum differential games. Control and Decision Conference (CCDC), 2013 25th Chinese. IEEE, 5015-5020, 2013. |
