Yan Wang

Publication Activity (10 Years)

Years Active: 2018-2018
Publications (10 Years): 2

Top Topics

Optimality Conditions

Karush Kuhn Tucker

Top Venues

J. Optim. Theory Appl.

Publications

Yan Wang, Lei Wang, Kok Lay Teo
Necessary and Sufficient Optimality Conditions for Regular-Singular Stochastic Differential Games with Asymmetric Information. J. Optim. Theory Appl. 179 (2) (2018)
Yan Wang, Aimin Song, Lei Wang, Jie Sun
Maximum principle via Malliavin calculus for regular-singular stochastic differential games. Optim. Lett. 12 (6) (2018)