Selected Publications

X. Feng, Y. Hu and J. Huang (2022).  Backward Stackelberg differential game with constraints: a mixed terminal-perturbation and linear-quadratic approach. SIAM Journal on Control and Optimization, Accepted.

J. Huang, B. Wang and J. Yong (2021). Social optima in mean field linear-quadratic-Gaussian control with volatility uncertainty.  SIAM Journal on Control and Optimization, 59(2), 825-856.

Y. Hu, J. Huang and T. Nie (2018). Linear-quadratic-Gaussian mixed mean-field games with heterogeneous input constraints.  SIAM Journal on Control and Optimization, 56(4), 2835-2877.

J. Huang, S. Wang and Z. Wu (2016). Backward mean-field linear-quadratic-Gaussian (LQG) games: full and partial information. IEEE Transactions on Automatic Control, 61(12), 3784-3796.

J. Huang, G. Wang and Z. Wu (2010). Optimal premium policy of an insurance firm: full and partial information.  Insurance: Mathematics and Economics, 47(2), 208-215.

J.  Huang,  G.  Wang  and  J.  Xiong  (2009).  A  maximum  principle  for  partial  information  backward stochastic control problems with applications. SIAM Journal on Control and Optimization, 48(4),  2106-2117.