# Tianyang Nie

According to our database

Collaborative distances:

^{1}, Tianyang Nie authored at least 5 papers between 2016 and 2018.Collaborative distances:

## 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