50 citations · 153 across the 53 of their papers we have counts for
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math.OC2018★ 6 cited
Indefinite Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients: Closed-Loop Representation of Open-Loop Optimal Controls
Jingrui Sun, Jie Xiong, Jiongmin Yong
This paper is concerned with a stochastic linear-quadratic optimal control problem in a finite time horizon, where the coefficients of the control system are allowed to be random,…
math.OC2018
Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information
Jingtao Shi, Guangchen Wang, Jie Xiong
This paper is concerned with the stochastic linear quadratic Stackelberg differential game with overlapping information, where the diffusion terms contain the control and state var…