7 citations · 9 across the 3 of their papers we have counts for
3 papers
math.OC2012★ 7 cited
Stochastic maximum principle for infinite dimensional control systems
Kai Du, Qingxin Meng
The general maximum principle is proved for an infinite dimensional controlled stochastic evolution system. The control is allowed to take values in a nonconvex set and enter into…
math.OC2010
Non-zero Sum Stochastic Differential Games of Fully Coupled Forward-Backward Stochastic Systems
Maoning Tang, Qingxin Meng, Yongzheng Sun
In this paper, an open-loop two-person non-zero sum stochastic differential game is considered for forward-backward stochastic systems. More precisely, the controlled systems are d…
math.PR2009★ 2 cited
Notes on the Cauchy Problem for Backward Stochastic Partial Differential Equations
Kai Du, Qingxin Meng
Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in the whole Euclidean space. Improved existence and uniqueness resul…