Tianyang Nie

发表

2 0 D ec 2 01 6 CONNECTION BETWEEN MP AND DPP FOR STOCHASTIC RECURSIVE OPTIMAL CONTROL PROBLEMS : VISCOSITY SOLUTION FRAMEWORK IN GENERAL CASE

Tianyang Nie, Wu Zhen, 2018 .

Fair bilateral prices in Bergman's model

M. Rutkowski, Tianyang Nie, 2014, 1410.0673.

BSDEs driven by a multi-dimensional martingale and their applications to market models with funding costs

M. Rutkowski, Tianyang Nie, 2014, 1410.0449.

Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection

M. Rutkowski, Tianyang Nie, 2014 .

Maximum principle for discrete-time stochastic control problem of mean-field type

Zhanghua Wu, Tianyang Nie, B. Dong, 2022, Autom..

The stochastic maximum principle for relaxed control problem with regime-switching

Ying Chen, Zhanghua Wu, Tianyang Nie, 2022, Syst. Control. Lett..

Fractional Backward Stochastic Differential Equations and Fractional Backward Variational Inequalities

Tianyang Nie, Lucian Maticiuc, 2013, Journal of Theoretical Probability.

A BSDE approach to fair bilateral pricing under endogenous collateralization

M. Rutkowski, Tianyang Nie, 2016, Finance and Stochastics.

Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem

Tianyang Nie, Shujun Wang, Yanbo Chen, 2023, Syst. Control. Lett..

Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach

Zhanghua Wu, Tianyang Nie, Min Li, 2022, SIAM J. Control. Optim..

Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints

Ying Hu, Jianhui Huang, Tianyang Nie, 2017, SIAM J. Control. Optim..

Reflected BSDEs and doubly reflected BSDEs driven by RCLL martingales

Marek Rutkowski, Tianyang Nie, M. Rutkowski, 2021, 2103.08917.

Existence, uniqueness and strict comparison theorems for backward stochastic differential equations driven by RCLL martingales

Marek Rutkowski, Tianyang Nie, M. Rutkowski, 2021, 2103.08898.

Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales

M. Rutkowski, Tianyang Nie, 2021, Probability, Uncertainty and Quantitative Risk.

Connection between MP and DPP for stochastic recursive optimal control problems: Viscosity solution framework in local case

Zhen Wu, Jingtao Shi, Tianyang Nie, 2016, 2016 American Control Conference (ACC).

Incomplete Information Linear-Quadratic Mean-Field Games and Related Riccati Equations

Tianyang Nie, Min Li, K. Yan, 2023, 2307.01005.

Deterministic characterization of viability for stochastic differential equation driven by fractional Brownian motion

Tianyang Nie, A. Rășcanu, 2012 .

Linear-Quadratic Delayed Mean-Field Social Optimization

Zhanghua Wu, Tianyang Nie, Shujun Wang, 2023, Applied Mathematics & Optimization.

Extended mean-field control problem with partial observation

Tianyang Nie, Keyu Yan, 2022, ESAIM: Control, Optimisation and Calculus of Variations.

Fractional Backward Stochastic Differential Equations and Fractional Backward Variational Inequalities

Tianyang Nie, Lucian Maticiuc, 2011, Journal of Theoretical Probability.

Generalized Hamilton-Jacobi-Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem

Rainer Buckdahn, Tianyang Nie, Tianyang Nie, 2014, SIAM J. Control. Optim..

Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary and stochastic exit time optimal control problem

Tianyang Nie, R. Buckdahn, 2021 .

Maximum Principle for General Partial Information Nonzero Sum Stochastic Differential Games and Applications

Falei Wang, Tianyang Nie, Zhiyong Yu, 2021, Dynamic Games and Applications.

Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality

Tianyang Nie, 2014, Science China Mathematics.

A stochastic approach to a new type of parabolic variational inequalities

Tianyang Nie, 2012, 1203.4840.