Wenqiang Li

发表论文 15 篇 · 总被引 37 次 · h-index 4

代表论文

Fully coupled mean‐field FBSDEs with jumps and related optimal control problems (2018 · Optimal control applications & methods · 被引 8)
Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition (2018 · Stochastics · 被引 8)
Reflected forward–backward stochastic differential equations and related PDEs (2016 · 被引 7)
Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations (2020 · E S A I M: Control, Optimisation and Calculus of Variations · 被引 6)
A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (2020 · SIAM Journal on Financial Mathematics · 被引 5)
Zero-sum and nonzero-sum differential games without Isaacs condition (2015 · 被引 3)