| Optimal stopping for non-linear expectations—Part I E Bayraktar, S Yao Stochastic Processes and their Applications 121 (2), 185-211, 2011 | 80 | 2011 |
| Optimal stopping for dynamic convex risk measures E Bayraktar, I Karatzas, S Yao Illinois Journal of Mathematics 54 (3), 1025-1067, 2010 | 68 | 2010 |
| Representation theorems for quadratic F-consistent nonlinear expectations Y Hu, J Ma, S Peng, S Yao Stochastic Processes and their Applications 118 (9), 1518-1551, 2008 | 41 | 2008 |
| On Quadratic g-Evaluations/Expectations and Related Analysis J Ma, S Yao Stochastic Analysis and Applications 28 (4), 711-734, 2010 | 37 | 2010 |
| On the robust optimal stopping problem E Bayraktar, S Yao SIAM Journal on Control and Optimization 52 (5), 3135-3175, 2014 | 36 | 2014 |
| Quadratic reflected BSDEs with unbounded obstacles E Bayraktar, S Yao Stochastic processes and their applications 122 (4), 1155-1203, 2012 | 34 | 2012 |
| Lp solutions of backward stochastic differential equations with jumps S Yao Stochastic Processes and their Applications 127 (11), 3465-3511, 2017 | 32* | 2017 |
| A weak dynamic programming principle for zero-sum stochastic differential games with unbounded controls E Bayraktar, S Yao SIAM Journal on Control and Optimization 51 (3), 2036-2080, 2013 | 24 | 2013 |
| Doubly reflected BSDEs with integrable parameters and related Dynkin games E Bayraktar, S Yao Stochastic Processes and their Applications 125 (12), 4489-4542, 2015 | 23 | 2015 |
| On the robust Dynkin game E Bayraktar, S Yao | 20 | 2017 |
| Adaptive robust control of programmable valves with manufacturer supplied flow mapping only S Liu, B Yao 2004 43rd IEEE Conference on Decision and Control (CDC)(IEEE Cat. No …, 2004 | 16 | 2004 |
| On zero-sum stochastic differential games E Bayraktar, S Yao arXiv preprint arXiv:1112.5744, 2011 | 11 | 2011 |
| Optimal stopping with random maturity under nonlinear expectations E Bayraktar, S Yao Stochastic Processes and their Applications 127 (8), 2586-2629, 2017 | 10 | 2017 |
| Atlas of natural disasters in China S Peng Science Press, 1992 | 7 | 1992 |
| Optimal stopping with expectation constraints E Bayraktar, S Yao The Annals of Applied Probability 34 (1B), 917-959, 2024 | 6 | 2024 |
| Dynamic programming principles for optimal stopping with expectation constraint E Bayraktar, S Yao arXiv preprint arXiv:1708.02192, 2017 | 6 | 2017 |
| Optimal stopping with expectation constraints E Bayraktar, S Yao arXiv preprint arXiv:2011.04886, 2020 | 5 | 2020 |
| Stochastic control/stopping problem with expectation constraints E Bayraktar, S Yao Stochastic Processes and their Applications 176, 104430, 2024 | 4 | 2024 |
| Robust optimal stopping under volatility uncertainty E Bayraktar, S Yao Preprint. Available at, 2013 | 2 | 2013 |
| Jump-Filtration Consistent Nonlinear Expectations with Domains J Liu, S Yao Applied Mathematics & Optimization 79 (1), 87-129, 2019 | 1 | 2019 |
