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Juan Li · Study

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Juan Li

10 works· latest 2016· 1 institutionscluster: provisionalORCID 0000-0002-3300-0766

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Citations1,194

Works here10

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Most cited in this library

Mean-field backward stochastic differential equations and related partial differential equations2009 · 342 citations
A General Stochastic Maximum Principle for SDEs of Mean-field Type2011 · 281 citations
Stochastic Differential Games and Viscosity Solutions of Hamilton-Jacobi-Bellman-Isaacs Equations2007 · 166 citations
Stochastic maximum principle in the mean-field controls2011 · 149 citations
A Stochastic Maximum Principle for General Mean-Field Systems2016 · 77 citations

Works

10 shown

A Stochastic Maximum Principle for General Mean-Field Systems

Applied Mathematics & Optimization·2016·3 authors

77citations

Controlled mean-field backward stochastic differential equations with jumps involving the value function

Journal of Systems Science and Complexity·2016·2 authors

20citations

Mean-field SDEs with jumps and nonlocal integral-PDEs

Nonlinear Differential Equations and Applications NoDEA·2016·2 authors·Open access

28citations

Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games

SIAM Journal on Control and Optimization·2016·2 authors

49citations

Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition

The Annals of Probability·2014·3 authors·Open access

23citations

Optimal Control Problems of Fully Coupled FBSDEs and Viscosity Solutions of Hamilton--Jacobi--Bellman Equations

SIAM Journal on Control and Optimization·2014·2 authors·Open access

59citations

Stochastic maximum principle in the mean-field controls

Automatica·2011·1 author

149citations

A General Stochastic Maximum Principle for SDEs of Mean-field Type

Applied Mathematics & Optimization·2011·3 authors

281citations

Mean-field backward stochastic differential equations and related partial differential equations

Stochastic Processes and their Applications·2009·3 authors·Open access

342citations

Stochastic Differential Games and Viscosity Solutions of Hamilton-Jacobi-Bellman-Isaacs Equations

·2007·2 authors·preprint

166citations