1 citations · 2 across the 2 of their papers we have counts for
2 papers
math.OC2019★ 1 cited
Optimal Control for Controllable Stochastic Linear Systems
Xiuchun Bi, Jingrui Sun, Jie Xiong
This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in…
math.PR2013★ 1 cited
Stochastic Optimization Theory of Backward Stochastic Differential Equations Driven by G-Brownian Motion
Zhonghao Zheng, Xiuchun Bi, Shuguang Zhang
In this paper, we consider the stochastic optimal control problems under G-expectation. Based on the theory of backward stochastic differential equations driven by G-Brownian motio…