1 citations · 2 across the 3 of their papers we have counts for
3 papers
math.PR2025
Mean-field backward stochastic Volterra integral equations: well-posedness and related particle system
Tao Hao, Ying Hu, Jiaqiang Wen
This paper studies the mean-field backward stochastic Volterra integral equations (mean-field BSVIEs) and associated particle systems. We establish the existence and uniqueness of…
math.OC2024★ 1 cited
A local maximum principle for robust optimal control problems of quadratic BSDEs
Tao Hao, Jiaqiang Wen, Qi Zhang
The paper concerns the necessary maximum principle for robust optimal control problems of quadratic BSDEs. The coefficient of the systems depends on the parameter , and the gene…
math.OC2023★ 1 cited
Maximum Principle of Stochastic Optimal Control Problems with Model Uncertainty
Tao Hao, Jiaqiang Wen, Jie Xiong
This paper is concerned with the maximum principle of stochastic optimal control problems, where the coefficients of the state equation and the cost functional are uncertain, and t…