Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity. - Mingshang Hu; Shaolin Ji (SIAM J. Control. Optim., 2016)

A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems. - Mingshang Hu; Shaolin Ji; Xiaole Xue (SIAM J. Control. Optim., 2018)

Explicit θ-Schemes for Solving Anticipated Backward Stochastic Differential Equations. - Mingshang Hu; Lianzi Jiang (CoRR, 2019)

Numerical Schemes for Backward Stochastic Differential Equations Driven by $G$-Brownian motion. - Mingshang Hu; Lianzi Jiang (CoRR, 2019)

The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton-Jacobi-Bellman Equation. - Mingshang Hu; Shaolin Ji; Xiaole Xue (SIAM J. Control. Optim., 2019)

An Effective Discrete Recursive Method for Stochastic Optimal Control Problems. - Mingshang Hu; Lianzi Jiang (CoRR, 2020)

An Efficient Numerical Method for Forward-Backward Stochastic Differential Equations Driven by G-Brownian motion. - Mingshang Hu; Lianzi Jiang (CoRR, 2020)

Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty. - Mingshang Hu; Falei Wang (SIAM J. Control. Optim., 2020)

A monotone scheme for nonlinear partial integro-differential equations with the convergence rate of α-stable limit theorem under sublinear expectation. - Mingshang Hu; Lianzi Jiang; Gechun Liang (CoRR, 2021)

A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators. - Mingshang Hu; Shaolin Ji; Rundong Xu (SIAM J. Control. Optim., 2022)

Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems. - Mingshang Hu; Shaolin Ji; Xiaole Xue (Math. Oper. Res., 2023)

On the rate of convergence for an α-stable central limit theorem under sublinear expectation. - Mingshang Hu; Lianzi Jiang; Gechun Liang (J. Appl. Probab., 2025)

Maximum Principle for Stochastic Optimal Control Problem under Convex Expectation. - Xiaojuan Li; Mingshang Hu (SIAM J. Control. Optim., 2025)

Probabilistic approximation of fully nonlinear second-order PIDEs with convergence rates for the universal robust limit theorem. - Lianzi Jiang; Mingshang Hu; Gechun Liang (CoRR, 2025)