Optimal Control Theory for Infinite Dimensional Systems

Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions

Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems

Optimization Theory: A Concise Introduction

Differential Games: A Concise Introduction

Mathematical Analysis: A Concise Introduction

Forward-Backward Stochastic Differential Equations and their Applications