439 citations · 1.1k across the 55 of their papers we have counts for
4 papers · 1 filter
Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs
Shengjun Fan, Ying Hu, Shanjian Tang
This paper is devoted to the existence, uniqueness and comparison theorem on unbounded solutions of a scalar backward stochastic differential equation (BSDE) whose generator grows…
A unified approach to mean-field team: homogeneity, heterogeneity and quasi-exchangeability
Xinwei Feng, Ying Hu, Jianhui Huang
This paper aims to systematically solve stochastic team optimization of large-scale system, in a rather general framework. Concretely, the underlying large-scale system involves co…
Constrained stochastic LQ control on infinite time horizon with regime switching
Ying Hu, Xiaomin Shi, Zuo Quan Xu
This paper is concerned with a stochastic linear-quadratic (LQ) optimal control problem on infinite time horizon, with regime switching, random coefficients, and cone control const…
Quadratic -BSDEs with convex generators and unbounded terminal conditions
Ying Hu, Shanjian Tang, Falei Wang
In this paper, we first study one-dimensional quadratic backward stochastic differential equations driven by -Brownian motions (-BSDEs) with unbounded terminal values. With t…