Tianyang Nie

Publication Activity (10 Years)

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

Top Topics

Optimal Control

Distributional Assumptions

Hamilton Jacobi Bellman

Brownian Motion

Top Venues

SIAM J. Control. Optim.

Syst. Control. Lett.

Finance Stochastics

Publications

Yanbo Chen, Tianyang Nie, Shujun Wang
Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem. Syst. Control. Lett. 177 (2023)
Bozhang Dong, Tianyang Nie, Zhen Wu
A maximum principle for discrete-time stochastic optimal control problem with delay. Syst. Control. Lett. 181 (2023)
Min Li, Tianyang Nie, Zhen Wu
Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach. SIAM J. Control. Optim. 61 (4) (2023)
Yinggu Chen, Tianyang Nie, Zhen Wu
The stochastic maximum principle for relaxed control problem with regime-switching. Syst. Control. Lett. 169 (2022)
Bozhang Dong, Tianyang Nie, Zhen Wu
Maximum principle for discrete-time stochastic control problem of mean-field type. Autom. 144 (2022)
Tianyang Nie, Falei Wang, Zhiyong Yu
Maximum Principle for General Partial Information Nonzero Sum Stochastic Differential Games and Applications. Dyn. Games Appl. 12 (2) (2022)
Ying Hu, Jianhui Huang, Tianyang Nie
Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints. SIAM J. Control. Optim. 56 (4) (2018)
Tianyang Nie, Jingtao Shi, Zhen Wu
Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case. SIAM J. Control. Optim. 55 (5) (2017)
Tianyang Nie, Jingtao Shi, Zhen Wu
Connection between MP and DPP for stochastic recursive optimal control problems: Viscosity solution framework in local case. ACC (2016)
Tianyang Nie, Marek Rutkowski
A BSDE approach to fair bilateral pricing under endogenous collateralization. Finance Stochastics 20 (4) (2016)
Rainer Buckdahn, Tianyang Nie
Generalized Hamilton-Jacobi-Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem. SIAM J. Control. Optim. 54 (2) (2016)