Tianyang Nie

According to our database1, Tianyang Nie authored at least 5 papers between 2016 and 2018.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2018
Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints.
SIAM J. Control and Optimization, 2018

2017
Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case.
SIAM J. Control and Optimization, 2017

2016
Generalized Hamilton-Jacobi-Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem.
SIAM J. Control and Optimization, 2016

A BSDE approach to fair bilateral pricing under endogenous collateralization.
Finance and Stochastics, 2016

Connection between MP and DPP for stochastic recursive optimal control problems: Viscosity solution framework in local case.
Proceedings of the 2016 American Control Conference, 2016


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