| Time-inconsistent stochastic optimal control problems and backward stochastic volterra integral equations H Wang, J Yong ESAIM: Control, Optimisation and Calculus of Variations 27, 22, 2021 | 34 | 2021 |
| Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations H Wang, J Sun, J Yong Applied Mathematics & Optimization 84 (1), 145-190, 2021 | 32* | 2021 |
| Path dependent Feynman–Kac formula for forward backward stochastic Volterra integral equations H Wang, J Yong, J Zhang Annales de l'Institut Henri Poincare (B) Probabilites et statistiques 58 (2 …, 2022 | 27 | 2022 |
| Extended backward stochastic Volterra integral equations, quasilinear parabolic equations, and Feynman–Kac formula H Wang Stochastics and Dynamics 21 (01), 2150004, 2021 | 24 | 2021 |
| Mean-field linear-quadratic stochastic differential games J Sun, H Wang, Z Wu Journal of Differential Equations 296, 299-334, 2021 | 17 | 2021 |
| Turnpike properties for stochastic linear-quadratic optimal control problems J Sun, H Wang, J Yong Chinese Annals of Mathematics, Series B 43 (6), 999-1022, 2022 | 12 | 2022 |
| Linear-quadratic optimal control for backward stochastic differential equations with random coefficients J Sun, H Wang ESAIM: Control, Optimisation and Calculus of Variations 27, 46, 2021 | 11 | 2021 |
| Zero-sum stackelberg stochastic linear-quadratic differential games J Sun, H Wang, J Wen SIAM Journal on Control and Optimization 61 (1), 252-284, 2023 | 10 | 2023 |
| Weak closed-loop solvability of stochastic linear-quadratic optimal control problems J Sun, H Wang, J Yong Discrete and Continuous Dynamical Systems 39, 2785-2805., 2019 | 8 | 2019 |
| Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations H Wang, J Yong, C Zhou SIAM Journal on Control and Optimization 61 (4), 2595-2629, 2023 | 7 | 2023 |
| Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability J Sun, H Wang Mathematical Control and Related Fields 11, (2021), 47-71., 2021 | 7 | 2021 |
| Optimal Controls for Forward-Backward Stochastic Differential Equations: Time-Inconsistency and Time-Consistent Solutions H Wang, J Yong, C Zhou Journal de Mathematiques Pures et Appliquees, to appear; arXiv preprint …, 2024 | 3 | 2024 |
| Present-biased lobbyists in linear–quadratic stochastic differential games A Lazrak, H Wang, J Yong Finance and Stochastics 27 (4), 947-984, 2023 | 2* | 2023 |
| Dynamic Coalition Portfolio Selection with Recursive Utility H Wang, C Zhou arXiv preprint arXiv:2402.04895, 2024 | | 2024 |
| Backward Stochastic Differential Equations and Backward Stochastic Volterra Integral Equations with Anticipating Generators H Wang, J Yong, C Zhou Probability, Uncertainty and Quantitative Risk, 7, 301-332., 2022 | | 2022 |
Jiongmin YongUniversity of Central FloridaVerified email at ucf.edu
