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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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math.OC2026

Sub-Infinite Horizon Stochastic Linear-Quadratic Optimal Control Problems and Delayed Backward Riccati Equations

Yutao Chen, Hongwei Lou, Hanxiao Wang

In this paper, we investigate a class of so-called sub-infinite horizon stochastic linear-quadratic optimal control problems, in which the initial time is arbitrarily taken fro…

math.OC2026

Stackelberg Stochastic Linear-Quadratic Differential Games: A Closed-Loop Equilibrium Approach

Qi Lü, Bowen Ma, Hanxiao Wang

This paper addresses a Stackelberg stochastic linear-quadratic (LQ) differential game under closed-loop information, a problem inherently time-inconsistent. Existing approaches rel…