2 papers
math.OC2024
Weak Closed-loop Solvability of Linear Quadratic Stochastic Optimal Control Problems with Partial Information
Xun Li, Guangchen Wang, Jie Xiong +1
This paper investigates a linear quadratic stochastic optimal control (LQSOC) problem with partial information. Firstly, by introducing two Riccati equations and a backward stochas…
math.OC2024
Zero-sum stochastic linear-quadratic Stackelberg differential games of Markovian regime-switching system
Fan Wu, Xun Li, Jie Xiong +1
This paper investigates a zero-sum stochastic linear-quadratic (SLQ, for short) Stackelberg differential game problem, where the coefficients of the state equation and the weightin…