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20182026
most citedTime-Inconsistent Stochastic Optimal Control Problems and Backward Stochastic Volterra Integral Equations

11 citations · 29 across the 16 of their papers we have counts for

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Showing 2021Show all

2 papers · 1 filter

math.OC2021

Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games

Jingrui Sun, Hanxiao Wang, Jiaqiang Wen

The paper is concerned with a zero-sum Stackelberg stochastic linear-quadratic (LQ, for short) differential game over finite horizons. Under a fairly weak condition, the Stackelber…

math.OC2021

Mean-Field Linear-Quadratic Stochastic Differential Games

Jingrui Sun, Hanxiao Wang, Zhen Wu

The paper is concerned with two-person zero-sum mean-field linear-quadratic stochastic differential games over finite horizons. By a Hilbert space method, a necessary condition and…