Juan Li

发表

On the value of a general stochastic differential game with ergodic payoff

Juan Li, Wenqiang Li, Huaizhong Zhao, 2021 .

SIR Epidemics With State-Dependent Costs and ICU Constraints: A Hamilton-Jacobi Verification Argument and Dual LP Algorithms

Dan Goreac, Lorenzo Freddi, Juan Li, 2021 .

A stochastic maximum principle for partially observed general mean-field control problems with only weak solution

Hao Liang, Juan Li, Chao Mi, 2021 .

A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models

Gechun Liang, Juan Li, Wenqiang Li, 2021, SIAM J. Financial Math..

A General Conditional McKean-Vlasov Stochastic Differential Equation

Rainer Buckdahn, Juan Li, Jin Ma, 2021 .

Mean-field BDSDEs and associated nonlocal semi-linear backward stochastic partial differential equations

Rainer Buckdahn, Juan Li, Chuanzhi Xing, 2021 .

Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations

Qingmeng Wei, Juan Li, Wenqiang Li, 2021, ESAIM: Control, Optimisation and Calculus of Variations.

Mean-field backward stochastic differential equations with continuous coefficients

Qingmeng Wei, Heng Du, Juan Li, 2011, Proceedings of the 30th Chinese Control Conference.

Mean-Field Backward Stochastic Differential Equations . A Limit Approach ∗

Boualem Djehiche, Shige Peng, Rainer Buckdahn, 2007 .

A mean-field stochastic control problem with partial observations

Jin Ma, Rainer Buckdahn, Juan Li, 2017, 1702.05921.