Li, H.; Riedel, F. (2024): Optimal Consumption for Recursive Preferences with Local Substitution under Risk. Bielefeld: Center for Mathematical Economics.
Li, H.; Riedel, F.; Yang, S. (2022): Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty. Bielefeld: Center for Mathematical Economics.
Ferrari, G.; Li, H.; Riedel, F. (2020): Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty. Bielefeld: Center for Mathematical Economics.
Li, H.; Peng, S. (2020): Reflected backward stochastic differential equation driven by G-Brownian motion with an upper obstacle Stochastic Processes and their Applications,130:(11): 6556-6579.
Li, H.; Wang, F. (2019): Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation Framework Journal of Optimization Theory and Applications,183:(2): 422-439.
Li, H.; Peng, S.; Soumana Hima, A. (2017): Reflected Solutions of BSDEs Driven by $\textit{G}$-Brownian Motion. Bielefeld: Center for Mathematical Economics.
