Haiyang Wang

发表

Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation

Haiyang Wang, Zhen Wu, 2015 .

Partially Observed Time-Inconsistency Recursive Optimization Problem and Application

Zhanghua Wu, Haiyang Wang, 2013, Journal of Optimization Theory and Applications.

Quantized Stabilization for Highly Nonlinear Stochastic Delay Systems by Discrete-Time Control

G. Song, Haiyang Wang, Yanqian Wang, 2021, Circuits, Systems, and Signal Processing.

Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps

Zhen Wu, Haiyang Wang, Haiyang Wang, 2021, Int. J. Control.

Liquidity of corporate bonds and credit spread

Haiyang Wang, 2023, Finance Research Letters.

Time-Inconsistent LQ Games for Large-Population Systems and Applications

Haiyang Wang, Ruimin Xu, 2023, Journal of Optimization Theory and Applications.

A kind of optimal investment problem under inflation and uncertain time horizon

Zhen Wu, Haiyang Wang, Zongyuan Huang, 2020, Appl. Math. Comput..

Partially Observed Time-Inconsistency Recursive Optimization Problem and Application

Zhen Wu, Haiyang Wang, Haiyang Wang, 2014, J. Optim. Theory Appl..

Mean-variance portfolio selection with discontinuous prices and random horizon in an incomplete market

Haiyang Wang, Zhen Wu, Haiyang Wang, 2019, Science China Information Sciences.