226 citations · 270 across the 12 of their papers we have counts for
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math.PR2019
Maximum principle for stochastic recursive optimal control problem under model uncertainty
Mingshang Hu, Falei Wang
In this paper, we consider a stochastic recursive optimal control problem under model uncertainty. In this framework, the cost function is described by solutions of a family of bac…
math.PR2019★ 1 cited
Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs
Mingshang Hu, Falei Wang
In this paper, we prove a convergence theorem for singular perturbations problems for a class of fully nonlinear parabolic partial differential equations with ergodic structures. T…