Tianyang Nie

According to our database, Tianyang Nie authored at least 11 papers between 2016 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

A maximum principle for discrete-time stochastic optimal control problem with delay.

Bozhang Dong, Tianyang Nie, Zhen Wu

Syst. Control. Lett., November, 2023

Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach.

Min Li, Tianyang Nie, Zhen Wu

SIAM J. Control. Optim., August, 2023

Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem.

Yanbo Chen, Tianyang Nie, Shujun Wang

Syst. Control. Lett., July, 2023

2022

The stochastic maximum principle for relaxed control problem with regime-switching.

Yinggu Chen, Tianyang Nie, Zhen Wu

Syst. Control. Lett., 2022

Maximum Principle for General Partial Information Nonzero Sum Stochastic Differential Games and Applications.

Tianyang Nie, Falei Wang, Zhiyong Yu

Dyn. Games Appl., 2022

Maximum principle for discrete-time stochastic control problem of mean-field type.

Bozhang Dong, Tianyang Nie, Zhen Wu

Autom., 2022

2018

Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints.

Ying Hu, Jianhui Huang, Tianyang Nie

SIAM J. Control. Optim., 2018

2017

Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case.

Tianyang Nie, Jingtao Shi, Zhen Wu

SIAM J. Control. Optim., 2017

2016

Generalized Hamilton-Jacobi-Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem.

Rainer Buckdahn, Tianyang Nie

SIAM J. Control. Optim., 2016

A BSDE approach to fair bilateral pricing under endogenous collateralization.

Tianyang Nie, Marek Rutkowski

Finance Stochastics, 2016

Connection between MP and DPP for stochastic recursive optimal control problems: Viscosity solution framework in local case.

Tianyang Nie, Jingtao Shi, Zhen Wu

Proceedings of the 2016 American Control Conference, 2016