Jian-hao Kang

Publication Activity (10 Years)

Years Active: 2021-2024
Publications (10 Years): 3

Top Topics

Portfolio Selection

Brownian Motion

Solving Nonlinear

Control Problems

Top Venues

J. Comput. Appl. Math.

Syst. Control. Lett.

Commun. Nonlinear Sci. Numer. Simul.

Publications

Zhun Gou, Nan-Jing Huang, Xian-Jun Long, Jian-hao Kang
Stochastic linear-quadratic control problems with affine constraints. Syst. Control. Lett. 191 (2024)
Jian-hao Kang, Zhun Gou, Nan-jing Huang
Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications. Commun. Nonlinear Sci. Numer. Simul. 123 (2023)
Jian-hao Kang, Ming-hui Wang, Nan-Jing Huang
Equilibrium strategy for mean-variance-utility portfolio selection under Heston's SV model. J. Comput. Appl. Math. 392 (2021)