2 citations · 2 across the 5 of their papers we have counts for
5 papers
A Verification Theorem for Stackelberg Stochastic Differential Games in Feedback Information Pattern
Qi Huang. Jingtao Shi
This paper is concerned with a Stackelberg stochastic differential game on a finite horizon in feedback information pattern. A system of parabolic partial differential equations is…
Maximum Principle of Forward-Backward Stochastic Differential System of Mean-Field Type with Observation Noise
Qingxin Meng, Qiuhong Shi, Maoning Tang
This paper is concerned with the partial information optimal control problem of mean-field type under partial observation, where the system is given by a controlled mean-field forw…
A Revisit to Optimal Control of Forward-Backward Stochastic Differential System with Observation Noise
Qingxin Meng, Qiuhong Shi, Maoning Tang
This paper revisits the partial information optimal control problem considered by Wang, Wu and Xiong [Wang et al 2013], where the system is derived by a controlled forward-backward…
Stochastic Evolution Equation Driven by Teugels Martingale and Its Optimal Control
Qingxin Meng, Qiuhong Shi, Maoning Tang
The paper is concerned with a class of stochastic evolution equations in Hilbert space with random coefficients driven by Teugel's martingales and an independent multi-dimensional…
Optimal Control with State Constraints for Stochastic Evolution Equation with Jumps in Hilbert Space
Qingxin Meng, Qiuhong Shi, Maoning Tang
This paper studies a stochastic optimal control problem with state constraint, where the state equation is described by a controlled stochastic evolution equation with jumps in Hil…