Paper Publications
Current position: Home > Scientific Research > Paper Publications- 康剑豪,黄南京,苟准.Equilibrium reinsurance and investment strategies for insurers with random risk aversion under Heston's SV model:Mathematics and Computers in Simulation,2026,242(343–365)
- 聂佳琳,龙宪军,苟准,李高西.An accelerated preconditioned primal-dual gradient algorithm for structured nonconvex optimization problems:Communications in Nonlinear Science and Numerical Simulation,2025,153:109480
- 徐德轩,黄南京,苟准,Shuang Gao.LINEAR-QUADRATIC GRAPHON MEAN FIELD GAMES WITH COMMON NOISE:SIAM Journal on Control and Optimization,2025,63(5):3526--3556
- 徐德轩,黄南京,苟准.Social Optima in Linear Quadratic Graphon Field Control: Analysis via Infinite Dimensional Approach:Journal of Nonlinear and Variational Analysis,2025,9(5):655-684
- Kang, Jianhao,Huang, Nanjing,Gou, Zhun.Consumption and portfolio optimization solvable problems with recursive preferences:Communications in Nonlinear Science and Numerical Simulation,2025,144:108675
- gouzhun,黄南京,Xian-Jun Long,康剑豪.Stochastic linear–quadratic control problems with affine constraints:SYSTEMS & CONTROL LETTERS,2024(191)
- 康剑豪,黄南京,苟准.Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications:Communications in Nonlinear Science and Numerical Simulation,2023,123:107270
- 苟准,黄南京,王鸣辉.A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time:International Journal of Control,2023,96(3):731-745
- 张耀嘉,黄南京,苟准,李雪松.A class of stochastic differential variational inequalities with some applications:Journal of Nonlinear and Convex Analysis,2023,24(1):75–100
- 苟准,黄南京,王鸣辉,张耀嘉.A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator:Mathematical Control and Related Fields,2021,11(2):291--312