Tianyang Nie

13 papers C 1Journal 12
YearRankTypeTitle / Venue / Authors
2026 J jnl
Indefinite mean-field linear-quadratic optimal control problem with partial information.
Autom.
Tian Chen, Tianyang Nie, Guangchen Wang, Weiye Wu
2024 J jnl
Incomplete Information Mean-Field Games and Related Riccati Equations.
J. Optim. Theory Appl.
Min Li, Tianyang Nie, Shujun Wang, Ke Yan
2023 J jnl
A maximum principle for discrete-time stochastic optimal control problem with delay.
Syst. Control. Lett.
Bozhang Dong, Tianyang Nie, Zhen Wu
2023 J jnl
Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem.
Syst. Control. Lett.
Yanbo Chen, Tianyang Nie, Shujun Wang
2023 J jnl
Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach.
SIAM J. Control. Optim.
Min Li, Tianyang Nie, Zhen Wu
2022 J jnl
Maximum Principle for General Partial Information Nonzero Sum Stochastic Differential Games and Applications.
Dyn. Games Appl.
Tianyang Nie, Falei Wang, Zhiyong Yu
2022 J jnl
Maximum principle for discrete-time stochastic control problem of mean-field type.
Autom.
Bozhang Dong, Tianyang Nie, Zhen Wu
2022 J jnl
The stochastic maximum principle for relaxed control problem with regime-switching.
Syst. Control. Lett.
Yinggu Chen, Tianyang Nie, Zhen Wu
2018 J jnl
Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints.
SIAM J. Control. Optim.
Ying Hu, Jianhui Huang, Tianyang Nie
2017 J jnl
Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case.
SIAM J. Control. Optim.
Tianyang Nie, Jingtao Shi, Zhen Wu
2016 J jnl
A BSDE approach to fair bilateral pricing under endogenous collateralization.
Finance Stochastics
Tianyang Nie, Marek Rutkowski
2016 C conf
Connection between MP and DPP for stochastic recursive optimal control problems: Viscosity solution framework in local case.
ACC
Tianyang Nie, Jingtao Shi, Zhen Wu
2016 J jnl
Generalized Hamilton-Jacobi-Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem.
SIAM J. Control. Optim.
Rainer Buckdahn, Tianyang Nie