8 citations · 12 across the 6 of their papers we have counts for
6 papers
A Global Maximum Principle for Controlled Conditional Mean-field FBSDEs with Regime Switching
Tao Hao, Jiaqiang Wen, Jie Xiong
This paper is devoted to a global stochastic maximum principle for conditional mean-field forward-backward stochastic differential equations (FBSDEs, for short) with regime switchi…
Mean-field backward stochastic differential equations and nonlocal PDEs with quadratic growth
Tao Hao, Ying Hu, Shanjian Tang +1
In this paper, we study general mean-field backward stochastic differential equations (BSDEs, for short) with quadratic growth. First, the existence and uniqueness of local and glo…
Solvability of a class of mean-field BSDEs with quadratic growth
Tao Hao, Jiaqiang Wen, Jie Xiong
In this paper, we study the multi-dimensional mean-field backward stochastic differential equations (BSDEs, for short) with quadratic growth. Under small terminal value, the existe…
Anticipated mean-field backward stochastic differential equations with jumps
Tao Hao
In this paper we prove the existence and uniqueness theorem, comparison theorem of a class of anticipated mean-field backward stochastic differential equations with jumps.
A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps
Tao Hao, Qingxin Meng
In this paper we prove a necessary condition of the optimal control problem for a class of general mean-field forward-backward stochastic systems with jumps in the case where the d…
Global maximum principle for mean-field forward-backward stochastic systems with delay and application to finance
Tao Hao, Qingxin Meng
The purpose of this paper is to explore the necessary conditions for optimality of mean-field forward-backward delay control systems. A new estimate is proved, which is a powerfult…