23 citations · 127 across the 56 of their papers we have counts for
Showing 2010Show all
2 papers · 1 filter
math.OC2010
A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal sate constraints
Shaolin Ji, Qingmeng Wei, Xiumin Zhang
In this paper, we study the optimal control problem of a controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal sate constraints.…
math.PR2010
Reflected Backward Stochastic Difference Equations with Finite State and their applications
Lifen An, Shaolin Ji
In this paper, we first establish the reflected backward stochastic difference equations with finite state (FS-RBSDEs for short). Then we explore the Existence and Uniqueness Theor…