Mingshang Hu

14 papers Journal 14
YearRankTypeTitle / Venue / Authors
2025 J jnl
Maximum Principle for Stochastic Optimal Control Problem under Convex Expectation.
SIAM J. Control. Optim.
Xiaojuan Li, Mingshang Hu
2025 J jnl
On the rate of convergence for an α-stable central limit theorem under sublinear expectation.
J. Appl. Probab.
Mingshang Hu, Lianzi Jiang, Gechun Liang
2025 J jnl
Probabilistic approximation of fully nonlinear second-order PIDEs with convergence rates for the universal robust limit theorem.
CoRR
Lianzi Jiang, Mingshang Hu, Gechun Liang
2023 J jnl
Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems.
Math. Oper. Res.
Mingshang Hu, Shaolin Ji, Xiaole Xue
2022 J jnl
A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators.
SIAM J. Control. Optim.
Mingshang Hu, Shaolin Ji, Rundong Xu
2021 J jnl
A monotone scheme for nonlinear partial integro-differential equations with the convergence rate of α-stable limit theorem under sublinear expectation.
CoRR
Mingshang Hu, Lianzi Jiang, Gechun Liang
2020 J jnl
An Effective Discrete Recursive Method for Stochastic Optimal Control Problems.
CoRR
Mingshang Hu, Lianzi Jiang
2020 J jnl
An Efficient Numerical Method for Forward-Backward Stochastic Differential Equations Driven by G-Brownian motion.
CoRR
Mingshang Hu, Lianzi Jiang
2020 J jnl
Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty.
SIAM J. Control. Optim.
Mingshang Hu, Falei Wang
2019 J jnl
Explicit θ-Schemes for Solving Anticipated Backward Stochastic Differential Equations.
CoRR
Mingshang Hu, Lianzi Jiang
2019 J jnl
Numerical Schemes for Backward Stochastic Differential Equations Driven by $G$-Brownian motion.
CoRR
Mingshang Hu, Lianzi Jiang
2019 J jnl
The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton-Jacobi-Bellman Equation.
SIAM J. Control. Optim.
Mingshang Hu, Shaolin Ji, Xiaole Xue
2018 J jnl
A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems.
SIAM J. Control. Optim.
Mingshang Hu, Shaolin Ji, Xiaole Xue
2016 J jnl
Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity.
SIAM J. Control. Optim.
Mingshang Hu, Shaolin Ji