50 citations · 66 across the 13 of their papers we have counts for
9 papers
Stochastic maximum principle for hybrid optimal control problems under partial observation
Siyu Lv, Jie Xiong, Wen Xu
This paper is concerned with a partially observed hybrid optimal control problem, where continuous dynamics and discrete events coexist and in particular, the continuous dynamics c…
Stochastic maximum principle for weighted mean-field system
Yanyan Tang, Jie Xiong
We study the optimal control problem for a weighted mean-field system. A new feature of the control problem is that the coefficients depend on the state process as well as its weig…
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…
Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions
Siyu Lv, Jie Xiong, Xin Zhang
In this paper, we consider a linear quadratic (LQ) leader-follower stochastic differential game for regime switching diffusions with mean-field interactions. One of the salient fea…
Linear Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations
Xun Li, Jingrui Sun, Jie Xiong
This paper is concerned with linear quadratic optimal control problems for mean-field backward stochastic differential equations (MF-BSDEs, for short) with deterministic coefficien…
Large deviation principle of occupation measure for stochastic real Ginzburg-Landau equation driven by -stable noises
Ran Wang, Jie Xiong, Lihu Xu
We shall establish a large deviation principle for some occupation measure of the stochastic real Ginzburg-Landau equation driven by -stable noises. As a consequence, we obtain…