| Fully coupled mean‐field FBSDEs with jumps and related optimal control problems W Li, H Min Optimal Control Applications and Methods 42 (1), 305-329, 2021 | 6 | 2021 |
| A game theoretical approach to homothetic robust forward investment performance processes in stochastic factor models J Li, W Li, G Liang SIAM Journal on Financial Mathematics 12 (3), 867-897, 2021 | 5 | 2021 |
| Reflected forward–backward stochastic differential equations and related PDEs W Li, Y Peng, J Liu Stochastic Analysis and Applications 34 (5), 906-926, 2016 | 4 | 2016 |
| Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition J Li, W Li Stochastics 91 (1), 1-36, 2019 | 3 | 2019 |
| Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations J Li, W Li, Q Wei ESAIM: Control, Optimisation and Calculus of Variations 27, S17, 2021 | 2 | 2021 |
| Zero-sum and nonzero-sum differential games without Isaacs condition J Li, W Li ESAIM: Control, Optimisation and Calculus of Variations 23 (3), 1217-1252, 2017 | 2 | 2017 |
| Backward linear quadratic stochastic optimal control problems and nonzero sum differential games Y Lou, W Li 2013 25th Chinese Control and Decision Conference (CCDC), 5015-5020, 2013 | 2 | 2013 |
| Backward stochastic differential equations with conditional reflection and related recursive optimal control problems Y Hu, J Huang, W Li arXiv preprint arXiv:2211.07191, 2022 | 1 | 2022 |
| CONTROLLED REFLECTED MEAN-FIELD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS COUPLED WITH VALUE FUNCTION AND RELATED PDES. J Li, W Li Mathematical Control & Related Fields 5 (3), 2015 | 1 | 2015 |
| A Class of Optimal Control Problems of Forward–Backward Systems with Input Constraint J Huang, W Li, H Zhao Journal of Optimization Theory and Applications 199 (3), 1050-1084, 2023 | | 2023 |
| Stochastic representation for solutions of a system of coupled HJB-Isaacs equations with integral-partial operators S Luo, W Li, X Li, Q Wei arXiv preprint arXiv:2307.04970, 2023 | | 2023 |
| On the existence of value for a general stochastic differential game with ergodic payoff J Li, W Li, H Zhao arXiv preprint arXiv:2106.15894, 2021 | | 2021 |
qingmeng weiNortheast Normal UniversityVerified email at nenu.edu.cn
