default search action
Tianxiao Wang
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2023
- [j13]Tianxiao Wang
, Qing Shao, Ran Li
Intelligence Recognition of Clotting Level in Hemodialysis. IEEE Access 11: 87178-87188 (2023) - [j12]Tianxiao Wang, Jiongmin Yong:
Spike Variations for Stochastic Volterra Integral Equations. SIAM J. Control. Optim. 61(6): 3608-3634 (2023) - [c2]Tianxiao Wang, Chen Zhi, Xiaoqun Zhou, Jinjie Wu, Jianwei Yin, Shuiguang Deng:
Data Constraint Mining for Automatic Reconciliation Scripts Generation. ISSTA 2023: 1119-1130 - 2022
- [j11]Tianxiao Wang:
Backward Stochastic Volterra Integro-Differential Equations and Applications in Optimal Control Problems. SIAM J. Control. Optim. 60(4): 2393-2419 (2022) - [j10]Tianxiao Wang, Shaoquan Ni, Tinghui Qin, Di Cao:
TransGAT: A dynamic graph attention residual networks for traffic flow forecasting. Sustain. Comput. Informatics Syst. 36: 100779 (2022) - [c1]Tianxiao Wang, Jun Liu:
Action Recognition Based on Person-Object Relationship Spatio-Temporal Graph. ICMLSC 2022: 105-110 - 2021
- [j9]Tianxiao Wang, Harry Zheng
Closed-Loop Equilibrium Strategies for General Time-Inconsistent Optimal Control Problems. SIAM J. Control. Optim. 59(5): 3152-3178 (2021) - 2020
- [j8]Guangchen Wang, Tianxiao Wang:
Time inconsistent asset-liability management with partial information. Syst. Control. Lett. 140: 104687 (2020)
2010 – 2019
- 2019
- [j7]Tianxiao Wang, Jiaqin Wei:
Mean-variance portfolio selection under a non-Markovian regime-switching model. J. Comput. Appl. Math. 350: 442-455 (2019) - [j6]Tianxiao Wang, Zhuo Jin
Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions. SIAM J. Control. Optim. 57(5): 3249-3271 (2019) - 2018
- [j5]Xutong Zuo, Yong Cui, Mowei Wang, Tianxiao Wang, Xin Wang:
Low-Latency Networking: Architecture, Techniques, and Opportunities. IEEE Internet Comput. 22(5): 56-63 (2018) - 2017
- [j4]Jianhui Huang
Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems. Syst. Control. Lett. 110: 15-20 (2017) - [j3]Tianxiao Wang, Haisen Zhang:
Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions. SIAM J. Control. Optim. 55(4): 2574-2602 (2017) - 2016
- [j2]Jianhui Huang
Mean-Field Linear-Quadratic-Gaussian (LQG) Games for Stochastic Integral Systems. IEEE Trans. Autom. Control. 61(9): 2670-2675 (2016) - 2013
- [j1]Tianxiao Wang, Yufeng Shi:
A class of time inconsistent risk measures and backward stochastic Volterra integral equations. Risk Decis. Anal. 4(1): 17-24 (2013) - 2011
- [i1]Yufeng Shi, Tianxiao Wang, Jiongmin Yong:
Mean-Field Backward Stochastic Volterra Integral Equations. CoRR abs/1104.4725 (2011)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-04-25 05:42 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by: