2 citations · 4 across the 6 of their papers we have counts for
6 papers
Closed-loop solvability of delayed control problems: A stochastic Volterra system approach
Weijun Meng, Tianxiao Wang, Ji-Feng Zhang
A general and new stochastic linear quadratic optimal control problem is studied, where the coefficients are allowed to be time-varying, and both state delay and control delay can…
A general maximum principle for optimal control of stochastic differential delay systems
Weijun Meng, Jingtao Shi, Tianxiao Wang +1
In this paper, we solve an open problem and obtain a general maximum principle for a stochastic optimal control problem where the control domain is an arbitrary non-empty set and a…
A Linear Quadratic Stochastic Stackelberg Differential Game with Time Delay
Weijun Meng, Jingtao Shi
This paper is concerned with a linear quadratic stochastic Stackelberg differential game with time delay. The model is general, in which the state delay and the control delay both…
Linear Quadratic Optimal Control Problems of Delayed Backward Stochastic Differential Equations
Weijun Meng, Jingtao Shi
This paper is concerned with a linear quadratic optimal control problem of delayed backward stochastic differential equations. An explicit representation is derived for the optimal…
Stochastic Recursive Optimal Control Problem with Mixed Delay under Viscosity Solution's Framework
Weijun Meng, Jingtao Shi
This paper is concerned with the stochastic recursive optimal control problem with mixed delay. The connection between Pontryagin's maximum principle and Bellman's dynamic programm…
A Global Maximum Principle for the Stochastic Optimal Control Problem with Delay
Weijun Meng, Jingtao Shi
In this paper, an open problem is solved, for the stochastic optimal control problem with delay where the control domain is nonconvex and the diffusion term contains both control a…