Linear quadratic mean field game with control input constraint

Hu, Ying; Huang, Jianhui; Li, Xun

ESAIM: Control, Optimisation and Calculus of Variations, Volume 24 (2018) p. 901-919

Stochastic maximum principle for optimal control of SPDEs

Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario

Comptes Rendus. Mathématique, Volume 350 (2012) p. 683-688

On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions

Delbaen, Freddy; Hu, Ying; Richou, Adrien

Annales de l'I.H.P. Probabilités et statistiques, Volume 47 (2011) p. 559-574