50 citations · 153 across the 53 of their papers we have counts for
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math.OC2016★ 2 cited
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…
math.OC2016★ 5 cited
A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance
Jie Xiong, Shuaiqi Zhang, Yi Zhuang
In this article, we concern a kind of partially observed non-zero sum stochastic differential game based on forward and backward stochastic differential equations (FBSDEs). It is r…