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20192025
most citedA Global Maximum Principle for the Stochastic Optimal Control Problem with Delay

2 citations · 4 across the 6 of their papers we have counts for

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Showing 2020Show all

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math.OC2020★ 1 cited

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…

math.OC2020

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…