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	The optimal investment problem with inflation and liquidity risk Journal article Journal of Computational and Applied Mathematics,2024, volume: 438 Authors: Chen, Xinyue; Chen, Peimin; He, Yong; Wang, Xiaoyang Favorite \| View/Download：4/0 \| Submit date：2024/03/12 HJB equation Inflation Labor supply flexibility Liquidity risk Optimal investment and consumption
	An analytical solution for the robust investment-reinsurance strategy with general utilities Journal article North American Journal of Economics and Finance,2022, volume: 63 Authors: He, Yong; Zhou, Xia; Chen, Peimin; Wang, Xiaoyang Favorite \| View/Download：4/0 \| Submit date：2025/03/25 Ambiguity General utility function Hamilton–Jacobi–Bellman (HJB) equation Homotopy analysis method Taylor series expansion
	Portfolio optimization with a prescribed terminal wealth distribution Journal article Quantitative Finance,2022, volume: 22, issue: 2, pages: 333-347 Authors: Guo, Ivan; Langrené, Nicolas; Loeper, Grégoire; Ning, Wei Favorite \| View/Download：6/0 \| Submit date：2022/08/29 Fokker–Planck HJB Optimal mass transport Portfolio allocation Wealth distribution target
	Stochastic optimal control on dividend policies with bankruptcy Journal article Optimization,2019, volume: 68, issue: 12, pages: 2313-2333 Authors: Chen, Peimin; Luo, Xiankang Favorite \| View/Download：3/0 \| Submit date：2025/03/25 bailout HJB equation Optimal dividend proportional reinsurance terminal value
	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：6/0 \| Submit date：2022/08/29 Backward stochastic differential equations control randomization empirical regressions HJB equation Monte Carlo uncertain volatility