According to our database1, Tianyang Nie authored at least 5 papers between 2016 and 2018.
Legend:Book In proceedings Article PhD thesis Other
Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints.
SIAM J. Control and Optimization, 2018
Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case.
SIAM J. Control and Optimization, 2017
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