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	An Efficient Gradient Projection Method for Stochastic Optimal Control Problem with Expected Integral State Constraint Journal article Journal of Scientific Computing,2025, volume: 102, issue: 3 Authors: Wang，Qiming; Liu，Wenbin Favorite \| View/Download：2/0 \| Submit date：2025/03/10 Backward stochastic differential equation Expected integral state constraint Gradient projection method Least square Monte Carlo Stochastic optimal control
	Robust Time-Inconsistent Stochastic Linear-Quadratic Control with Drift Disturbance Journal article Applied Mathematics and Optimization,2022, volume: 86, issue: 1 Authors: Han, Bingyan; Pun, Chi-Seng; Wong, Hoi-Ying Favorite \| View/Download：4/0 \| Submit date：2022/09/05 Forward-backward stochastic differential equation Robust control Stochastic linear-quadratic control Time-inconsistent preference
	Discrete time approximation of fully nonlinear HJB equations via BSDES with nonpositive jumps Journal article Annals of Applied Probability,2015, volume: 25, issue: 4, pages: 2301-2338 Authors: Kharroubi, Idris; Langrené, Nicolas; Pham, Huyên Favorite \| View/Download：3/0 \| Submit date：2022/08/29 Backward stochastic differential equations Discrete time approximation Hamilton-Jacobi-Bellman equation Nonlinear degenerate PDE Optimal control Sample
	A numerical algorithm for fully nonlinear HJB equations: An approach by control randomization Journal article Monte Carlo Methods and Applications,2014, volume: 20, issue: 2, pages: 145-165 Authors: Kharroubi, Idris; Langrené, Nicolas; Pham, Huyên Favorite \| View/Download：5/0 \| Submit date：2022/08/29 Backward stochastic differential equations control randomization empirical regressions HJB equation Monte Carlo uncertain volatility