17 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Guangdong University of FinanceCN10 papers
- Guangdong University of EducationCN5 papers
- Guangdong University of TechnologyCN4 papers
- Sun Yat-sen UniversityCN4 papers
- South China University of TechnologyCN3 papers
- ETH ZurichCH2 papers
- Princeton UniversityUS2 papers
- South China Normal UniversityCN2 papers
- Southeast UniversityCN2 papers
- Chinese Academy of Social SciencesCN1 paper
- City University of Hong KongHK1 paper
- Clemson UniversityUS1 paper
Showing 2016 · math.OCShow all
2 papers · 2 filters
math.OC2016
Partial Information Differential Games for Mean-Field SDEs
Hua Xiao, Shuaiqi Zhang
This paper is concerned with non-zero sum differential games of mean-field stochastic differential equations with partial information and convex control domain. First, applying the…
math.OC2016★ 5 cited
A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance
Jie Xiong, Shuaiqi Zhang, Yi Zhuang
In this article, we concern a kind of partially observed non-zero sum stochastic differential game based on forward and backward stochastic differential equations (FBSDEs). It is r…