8 citations · 12 across the 6 of their papers we have counts for
Showing 2022Show all
3 papers · 1 filter
math.OC2022
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…
math.PR2022★ 2 cited
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…
math.PR2022★ 8 cited
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…