1 citations · 1 across the 4 of their papers we have counts for
4 papers
Closed-Loop Solvability of Linear Quadratic Mean-Field Type Stackelberg Stochastic Differential Games
Zixuan Li, Jingtao Shi
This paper is devoted to a Stackelberg stochastic differential game for a linear mean-field type stochastic differential system with a mean-field type quadratic cost functional in…
Closed-Loop Solvability of Stochastic Linear-Quadratic Optimal Control Problems with Poisson Jumps
Zixuan Li, Jingtao Shi
This paper is concerned with the stochastic linear-quadratic optimal control problem with Poisson jumps. The coefficients in the state equation and the weighting matrices in the co…
Linear Quadratic Leader-follower Stochastic Differential Games: Closed-Loop Solvability
Zixuan Li, Jingtao Shi
In this paper, a leader-follower stochastic differential game is studied for a linear stochastic differential equation with a quadratic cost functional. The coefficients in the sta…
Linear Quadratic Stackelberg Stochastic Differential Games: Closed-Loop Solvability
Zixuan Li, Jingtao Shi
This paper is concerned with the closed-loop solvability of one kind of linear-quadratic Stackelberg stochastic differential game, where the coefficients are deterministic. The not…