Mingshang Hu
Orcid: 0000-0001-5816-4962
According to our database1,
Mingshang Hu
authored at least 11 papers
between 2016 and 2023.
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Bibliography
2023
Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems.
Math. Oper. Res., August, 2023
2022
A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators.
SIAM J. Control. Optim., 2022
2021
A monotone scheme for nonlinear partial integro-differential equations with the convergence rate of α-stable limit theorem under sublinear expectation.
CoRR, 2021
2020
Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty.
SIAM J. Control. Optim., 2020
An Efficient Numerical Method for Forward-Backward Stochastic Differential Equations Driven by G-Brownian motion.
CoRR, 2020
CoRR, 2020
2019
The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton-Jacobi-Bellman Equation.
SIAM J. Control. Optim., 2019
Numerical Schemes for Backward Stochastic Differential Equations Driven by $G$-Brownian motion.
CoRR, 2019
Explicit θ-Schemes for Solving Anticipated Backward Stochastic Differential Equations.
CoRR, 2019
2018
A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems.
SIAM J. Control. Optim., 2018
2016
Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity.
SIAM J. Control. Optim., 2016