Pengyan Huang

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Active since

2019

Affiliations

Pengyan Huang is an author at Shandong University specializing in stochastic differential equations, backward stochastic differential equations, and stochastic processes.

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Publications per year

2019–2023

Publications

A partial information linear-quadratic optimal control problem of backward stochastic differential equation with its applications

Pengyan Huang, Guangchen Wang, Huanjun Zhang · Science China Information Sciences · 2020 · 16 citations

Natural Sciences, Mathematics, Differential Equations +11

A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise

Pengyan Huang, Guangchen Wang, Wencan Wang et al. · Applied Mathematics and Computation · 2023 · 11 citations

Engineering, Economics, Mathematics +13

An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications

Pengyan Huang, Guangchen Wang, Huanjun Zhang · Advances in Difference Equations · 2019 · 10 citations · Full text

Social Sciences, Economics, Finance +17

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