Li, Juan; Li, Wenqiang; Wei, Qingmeng Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations. (English) Zbl 1467.91009 ESAIM, Control Optim. Calc. Var. 27, Suppl., Paper No. S17, 36 p. (2021). MSC: 91A15 49L12 49N70 60H10 PDFBibTeX XMLCite \textit{J. Li} et al., ESAIM, Control Optim. Calc. Var. 27, Paper No. S17, 36 p. (2021; Zbl 1467.91009) Full Text: DOI
Li, Juan; Li, Wenqiang Zero-sum and nonzero-sum differential games without Isaacs condition. (English) Zbl 1369.49053 ESAIM, Control Optim. Calc. Var. 23, No. 3, 1217-1252 (2017). MSC: 49N70 91A23 60H10 PDFBibTeX XMLCite \textit{J. Li} and \textit{W. Li}, ESAIM, Control Optim. Calc. Var. 23, No. 3, 1217--1252 (2017; Zbl 1369.49053) Full Text: DOI arXiv
Hao, Tao; Li, Juan Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton-Jacobi-Bellman equations. (English) Zbl 1338.60146 ESAIM, Control Optim. Calc. Var. 22, No. 2, 519-538 (2016). MSC: 60H10 60H30 49L20 49L25 35K65 PDFBibTeX XMLCite \textit{T. Hao} and \textit{J. Li}, ESAIM, Control Optim. Calc. Var. 22, No. 2, 519--538 (2016; Zbl 1338.60146) Full Text: DOI
Li, Juan; Tang, Shanjian Optimal stochastic control with recursive cost functionals of stochastic differential systems reflected in a domain. (English) Zbl 1341.49020 ESAIM, Control Optim. Calc. Var. 21, No. 4, 1150-1177 (2015). MSC: 49J55 93E20 60H10 60H30 49L25 49L20 90C39 35J60 PDFBibTeX XMLCite \textit{J. Li} and \textit{S. Tang}, ESAIM, Control Optim. Calc. Var. 21, No. 4, 1150--1177 (2015; Zbl 1341.49020) Full Text: DOI arXiv