Pengyan Huang

Publication Activity (10 Years)

Years Active: 2020-2024
Publications (10 Years): 3

Top Topics

Partial Information

Brownian Motion

Signal To Noise Ratio

Stochastic Differential Equations

Top Venues

Sci. China Inf. Sci.

Appl. Math. Comput.

IEEE CAA J. Autom. Sinica

Publications

Pengyan Huang, Guangchen Wang, Shujun Wang, Hua Xiao
A Mean-Field Game for a Forward-Backward Stochastic System with Partial Observation and Common Noise. IEEE CAA J. Autom. Sinica 11 (3) (2024)
Pengyan Huang, Guangchen Wang, Wencan Wang, Yu Wang
A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise. Appl. Math. Comput. 446 (2023)
Pengyan Huang, Guangchen Wang, Huanjun Zhang
A partial information linear-quadratic optimal control problem of backward stochastic differential equation with its applications. Sci. China Inf. Sci. 63 (9) (2020)