Incomplete Information Mean-Field Games and Related Riccati Equations
Li, Min, Nie, Tianyang, Wang, Shujun, Yan, Ke
Published in Journal of optimization theory and applications (31.08.2024)
Published in Journal of optimization theory and applications (31.08.2024)
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Journal Article
American options in nonlinear markets
Kim, Edward, Nie, Tianyang, Rutkowski, Marek
Published in Electronic journal of probability (01.01.2021)
Published in Electronic journal of probability (01.01.2021)
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Journal Article
Connection between MP and DPP for stochastic recursive optimal control problems: Viscosity solution framework in local case
Nie, Tianyang, Shi, Jingtao, Wu, Zhen
Published in 2016 American Control Conference (ACC) (01.07.2016)
Published in 2016 American Control Conference (ACC) (01.07.2016)
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Conference Proceeding
Journal Article
Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection
Nie, Tianyang, Rutkowski, Marek
Published in Stochastic processes and their applications (01.08.2014)
Published in Stochastic processes and their applications (01.08.2014)
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Journal Article