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math.OC2017
Maximum Principle of Forward-Backward Stochastic Differential System of Mean-Field Type with Observation Noise
Qingxin Meng, Qiuhong Shi, Maoning Tang
This paper is concerned with the partial information optimal control problem of mean-field type under partial observation, where the system is given by a controlled mean-field forw…
math.OC2017
Partial Information Stochastic Differential Games for Backward Stochastic Systems Driven By Lévy Processes
Fu Zhang, Qingxin Meng, Maoning Tang
In this paper, we consider a partial information two-person zero-sum stochastic differential game problem where the system is governed by a backward stochastic differential equatio…
math.OC2017
Partial Information Near-Optimal Control of Forward-Backward Stochastic Differential System with Observation Noise
Qingxin Meng, Qiuhong Shi, Maoning Tang
This paper first makes an attempt to investigate the partial information near optimal control of systems governed by forward-backward stochastic differential equations with observa…