Connection between MP and DPP for stochastic recursive optimal control problems: Viscosity solution framework in local case. - Tianyang Nie; Jingtao Shi; Zhen Wu (ACC, 2016)

A BSDE approach to fair bilateral pricing under endogenous collateralization. - Tianyang Nie; Marek Rutkowski (Finance Stochastics, 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)

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)

Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints. - Ying Hu; Jianhui Huang; Tianyang Nie (SIAM J. Control. Optim., 2018)

Maximum principle for discrete-time stochastic control problem of mean-field type. - Bozhang Dong; Tianyang Nie; Zhen Wu (Autom., 2022)

Maximum Principle for General Partial Information Nonzero Sum Stochastic Differential Games and Applications. - Tianyang Nie; Falei Wang; Zhiyong Yu 004 (Dyn. Games Appl., 2022)

The stochastic maximum principle for relaxed control problem with regime-switching. - Yinggu Chen; Tianyang Nie; Zhen Wu (Syst. Control. Lett., 2022)

Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem. - Yanbo Chen; Tianyang Nie; Shujun Wang (Syst. Control. Lett., 2023)

Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach. - Min Li; Tianyang Nie; Zhen Wu (SIAM J. Control. Optim., 2023)

A maximum principle for discrete-time stochastic optimal control problem with delay. - Bozhang Dong; Tianyang Nie; Zhen Wu (Syst. Control. Lett., 2023)

Incomplete Information Mean-Field Games and Related Riccati Equations. - Min Li; Tianyang Nie; Shujun Wang; Ke Yan (J. Optim. Theory Appl., 2024)