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Tianyang Nie
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Journal Articles
- 2023
- [j10]Yanbo Chen, Tianyang Nie, Shujun Wang:
Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem. Syst. Control. Lett. 177: 105550 (2023) - [j9]Bozhang Dong, Tianyang Nie, Zhen Wu:
A maximum principle for discrete-time stochastic optimal control problem with delay. Syst. Control. Lett. 181: 105631 (2023) - [j8]Min Li, Tianyang Nie, Zhen Wu:
Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach. SIAM J. Control. Optim. 61(4): 2114-2139 (2023) - 2022
- [j7]Bozhang Dong, Tianyang Nie, Zhen Wu:
Maximum principle for discrete-time stochastic control problem of mean-field type. Autom. 144: 110497 (2022) - [j6]Tianyang Nie, Falei Wang, Zhiyong Yu:
Maximum Principle for General Partial Information Nonzero Sum Stochastic Differential Games and Applications. Dyn. Games Appl. 12(2): 608-631 (2022) - [j5]Yinggu Chen, Tianyang Nie, Zhen Wu:
The stochastic maximum principle for relaxed control problem with regime-switching. Syst. Control. Lett. 169: 105391 (2022) - 2018
- [j4]Ying Hu, Jianhui Huang, Tianyang Nie:
Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints. SIAM J. Control. Optim. 56(4): 2835-2877 (2018) - 2017
- [j3]Tianyang Nie, Jingtao Shi, Zhen Wu:
Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case. SIAM J. Control. Optim. 55(5): 3258-3294 (2017) - 2016
- [j2]Tianyang Nie, Marek Rutkowski:
A BSDE approach to fair bilateral pricing under endogenous collateralization. Finance Stochastics 20(4): 855-900 (2016) - [j1]Rainer Buckdahn, Tianyang Nie:
Generalized Hamilton-Jacobi-Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem. SIAM J. Control. Optim. 54(2): 602-631 (2016)
Conference and Workshop Papers
- 2016
- [c1]Tianyang Nie, Jingtao Shi, Zhen Wu:
Connection between MP and DPP for stochastic recursive optimal control problems: Viscosity solution framework in local case. ACC 2016: 7225-7230
Coauthor Index
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