1 citations · 3 across the 8 of their papers we have counts for
10 papers
Linear-Quadratic Partially Observed Mean Field Stackelberg Stochastic Differential Game with Applications
Yu Si, Yueyang Zheng, Jingtao Shi
This paper is concerned with a linear-quadratic partially observed mean field Stackelberg stochastic differential game, which contains a leader and a large number of followers. Spe…
A linear-quadratic partially observed Stackelberg stochastic differential game with multiple followers and its application to multi-agent formation control
Yichun Li, Yaozhong Hu, Jingtao Shi +1
In this paper, we study a linear-quadratic partially observed Stackelberg stochastic differential game problem in which a single leader and multiple followers are involved. We cons…
The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion
Yueyang Zheng, Yaozhong Hu
In this paper we study the stochastic control problem of partially observed (multi-dimensional) stochastic system driven by both Brownian motions and fractional Brownian motions. I…
The Maximum Principle for Discounted Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Jumps on Infinite Horizon
Yueyang Zheng, Jingtao Shi
This paper is concerned with a discounted optimal control problem of partially observed forward-backward stochastic systems with jumps on infinite horizon. The control domain is co…
The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps
Yueyang Zheng, Jingtao Shi
IIn this paper, we study a partially observed progressive optimal control problem of forward-backward stochastic differential equations with random jumps, where the control domain…
A Linear Quadratic Partially Observed Stackelberg Stochastic Differential Game with Applications
Yueyang Zheng, Jingtao Shi
This paper is concerned with a linear-quadratic partially observed Stackelberg stochastic differential game with correlated state and observation noises, where the diffusion coeffi…