output
20122026
most citedIncorporating Lambertian Priors into Surface Normals Measurement

38 citations

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Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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7 papers · 1 filter

math.OC2021★ 5 cited

Constrained stochastic LQ control on infinite time horizon with regime switching

Ying Hu, Xiaomin Shi, Zuo Quan Xu

This paper is concerned with a stochastic linear-quadratic (LQ) optimal control problem on infinite time horizon, with regime switching, random coefficients, and cone control const…

math.OC2020

Constrained stochastic LQ control with regime switching and application to portfolio selection

Ying Hu, Xiaomin Shi, Zuo Quan Xu

This paper is concerned with a stochastic linear-quadratic optimal control problem with regime switching, random coefficients, and cone control constraint. The randomness of the co…

math.OC2020★ 35 cited

Indefinite Mean-Field Type Linear-Quadratic Stochastic Optimal Control Problems

Na Li, Xun Li, Zhiyong Yu

This paper focuses on indefinite stochastic mean-field linear-quadratic (MF-LQ, for short) optimal control problems, which allow the weighting matrices for state and control in the…

math.OC2018★ 1 cited

Anticipated mean-field backward stochastic differential equations with jumps

Tao Hao

In this paper we prove the existence and uniqueness theorem, comparison theorem of a class of anticipated mean-field backward stochastic differential equations with jumps.

math.OC2018★ 1 cited

A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps

Tao Hao, Qingxin Meng

In this paper we prove a necessary condition of the optimal control problem for a class of general mean-field forward-backward stochastic systems with jumps in the case where the d…

math.OC2017

Global maximum principle for mean-field forward-backward stochastic systems with delay and application to finance

Tao Hao, Qingxin Meng

The purpose of this paper is to explore the necessary conditions for optimality of mean-field forward-backward delay control systems. A new estimate is proved, which is a powerfult…

math.OC2013★ 3 cited

A stochastic recursive optimal control problem under the G-expectation framework

Mingshang Hu, Shaolin Ji, Shuzhen Yang

In this paper, we study a stochastic recursive optimal control problem in which the objective functional is described by the solution of a backward stochastic differential equation…