2 papers
math.OC2026
Stochastic Representations of Stationary HJBI-Type Variational Inequalities with Bilateral Constraints
Sheng Huang, Qingmeng Wei
In this paper, we study probabilistic representations for stationary HJBI-type variational inequalities with bilateral constraints. We provide two complementary stochastic represen…
math.OC2026
Infinite-Horizon Non-Autonomous Zero-Sum Stochastic Recursive Differential Games and HJBI Equations
Sheng Huang, Qingmeng Wei
In this paper, we study an infinite horizon non-autonomous stochastic recursive differential game. To this end, we first establish well-posedness and stability results for BSDEs wi…