Juan Li

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20232025

most citedOptimal control problems with generalized mean-field dynamics and viscosity solution to Master Bellman equation

1 citations · 1 across the 4 of their papers we have counts for

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math.PR2024

Comparison theorems for mean-field BSDEs whose generators depend on the law of the solution $(Y, Z)$

Juan Li, Zhanxin Li, Chuanzhi Xing

For general mean-field backward stochastic differential equations (BSDEs) it is well-known that we usually do not have the comparison theorem if the coefficients depend on the law…

math.PR2023

Path-depending controlled mean-field coupled forward-backward SDEs. The associated stochastic maximum principle

Rainer Buckdahn, Juan Li, Junsong Li +1

In the present paper we discuss a new type of mean-field coupled forward-backward stochastic differential equations (MFFBSDEs). The novelty consists in the fact that the coefficien…

Comparison theorems for mean-field BSDEs whose generators depend on the law of the solution (Y,Z)

Path-depending controlled mean-field coupled forward-backward SDEs. The associated stochastic maximum principle

Comparison theorems for mean-field BSDEs whose generators depend on the law of the solution $(Y, Z)$