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20242026
most citedMean-field stochastic linear quadratic control problem with random coefficients

1 citations · 1 across the 5 of their papers we have counts for

collaborators

8 papers

cs.LG2026

Siam-ALS: An Explainable Siamese Deep Learning Framework for Early ALS Detection Using EEG and Eye-Tracking Signals

Abdur Rahman, A. A. M. Muzahid, Istiak Ahmed +4

Amyotrophic lateral sclerosis (ALS) diagnosis remains challenging due to heterogeneous symptoms and reliance on clinical assessment, underscoring the need for objective, data-drive…

cs.DB2026

CATune: Structural Constraint-Aware Bayesian Optimization for DBMS Configuration Tuning

Fangping Lan, Qi Zhang, Eduard Dragut

Modern DBMSs expose hundreds of configuration knobs, resulting in a high-dimensional and heterogeneous search space that makes automated tuning costly. Existing ML-based tuning sys…

math.PR2026

Extinction and extinguishment properties for a nonlinear predator-prey branching model

Lina Ji, Jie Xiong, Wen Xu +1

We study extinction and extinguishment in a two-type continuous-state nonlinear branching model driven by Brownian branching noise and spectrally positive stable jumps. The populat…

math.PR2026

Strong uniqueness and large deviation principle for mutually catalytic super Markov chains

Jie Xiong, Wen Xu

In this paper, we study the strong uniqueness problem for the mutually catalytic super-Markov chain, which is a two-dimensional degenerate stochastic differential equation with Höl…

math.PR2026

Pathwise uniqueness for degenerate stochastic differential equations with Hölder continuous coefficients

Jie Xiong, Wen Xu

We study pathwise uniqueness for cyclic catalytic stochastic differential equations whose state-dependent square-root diffusion coefficients are non-Lipschitz and degenerate on the…

math.OC2025

Near optimal controls for partially observed stochastic linear quadratic problems

Jingrui Sun, Jiaqiang Wen, Jie Xiong +1

In this article, we consider a stochastic linear quadratic control problem with partial observation. A near optimal control in the weak formulation is characterized. The main featu…

math.OC2025

Linear-quadratic control for mean-field backward stochastic differential equations with random coefficients

Jie Xiong, Wen Xu, Ying Yang

In this paper, we study the linear-quadratic control problem for mean-field backward stochastic differential equations (MF-BSDE) with random coefficients. We first derive a prelimi…

math.OC2024★ 1 cited

Mean-field stochastic linear quadratic control problem with random coefficients

Jie Xiong, Wen Xu

In this paper, we first prove that the mean-field stochastic linear quadratic (MFSLQ for short) control problem with random coefficients has a unique optimal control and derive a p…