Citation: Ma, Jin et Yong, Jiongmin, Dynamic programming for multidimensional stochastic control problems, Acta mathematica Sinica. English series (Print) , 15(4), 1999, pp. 484-506
Authors:
Buckdahn, Rainer
Ma, Jin
Rainer, Catherine
Citation: Buckdahn, Rainer et al., Stochastic control problems for systems driven by normal martingales, Annals of applied probability , 18(2), 2008, pp. 632-663
Citation: Liu, Yuping et Ma, Jin, Optimal reinsurance/investment problems for general insurance models, Annals of applied probability , 19(4), 2009, pp. 1495-1528
Citation: Buckdahn, Rainer et al., A mean-field stochastic control problem with partial observations, Annals of applied probability , 27(5), 2017, pp. 3201-3245
Authors:
Karnam, Chandrasekhar
Ma, Jin
Zhang, Jianfeng
Citation: Karnam, Chandrasekhar et al., Dynamic approaches for some time-inconsistent optimization problems, Annals of applied probability , 27(6), 2017, pp. 3435-3477
Citation: Bai, Lihua et al., Optimal dividend and investment problems under sparre andersen model, Annals of applied probability , 27(6), 2017, pp. 3588-3632