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math.OC2026
The Optimal Control Problem of Stochastic Differential System with Extended Mixed Delays and Applications
Xinpo Li, Jingtao Shi
This paper investigates an optimal control problem where the system is described by a stochastic differential equation with extended mixed delays that contain point delay, extended…
math.OC2025
A Stochastic Linear-Quadratic Leader-Follower Differential Game with Elephant Memory
Xinpo Li, Jingtao Shi
This paper is concerned with a stochastic linear-quadratic leader-follower differential game with elephant memory. The model is general in that the state equation for both the lead…