Mingshang Hu

Publication Activity (10 Years)

Years Active: 2016-2023
Publications (10 Years): 11

Top Topics

Stochastic Processes

Differential Equations

Optimal Control

Top Venues

SIAM J. Control. Optim.

Math. Oper. Res.

Publications

Mingshang Hu, Shaolin Ji, Xiaole Xue
Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems. Math. Oper. Res. 48 (3) (2023)
Mingshang Hu, Shaolin Ji, Rundong Xu
A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators. SIAM J. Control. Optim. 60 (3) (2022)
Mingshang Hu, Lianzi Jiang, Gechun Liang
A monotone scheme for nonlinear partial integro-differential equations with the convergence rate of α-stable limit theorem under sublinear expectation. CoRR (2021)
Mingshang Hu, Falei Wang
Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty. SIAM J. Control. Optim. 58 (3) (2020)
Mingshang Hu, Lianzi Jiang
An Effective Discrete Recursive Method for Stochastic Optimal Control Problems. CoRR (2020)
Mingshang Hu, Lianzi Jiang
An Efficient Numerical Method for Forward-Backward Stochastic Differential Equations Driven by G-Brownian motion. CoRR (2020)
Mingshang Hu, Shaolin Ji, Xiaole Xue
The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton-Jacobi-Bellman Equation. SIAM J. Control. Optim. 57 (6) (2019)
Mingshang Hu, Lianzi Jiang
Numerical Schemes for Backward Stochastic Differential Equations Driven by $G$-Brownian motion. CoRR (2019)
Mingshang Hu, Lianzi Jiang
Explicit θ-Schemes for Solving Anticipated Backward Stochastic Differential Equations. CoRR (2019)
Mingshang Hu, Shaolin Ji, Xiaole Xue
A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems. SIAM J. Control. Optim. 56 (6) (2018)
Mingshang Hu, Shaolin Ji
Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity. SIAM J. Control. Optim. 54 (2) (2016)