7 citations · 12 across the 13 of their papers we have counts for
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Optimal Control of Forward-Backward Stochastic Differential System of Jump Diffusion with Observation Noise: Stochastic Maximum Principle
Qingxin Meng
This paper is concerned with the partial information optimal control problem of wa controlled forward-backward stochastic differential equation of jump diffusion with correlated no…
A Revisit to Optimal Control of Forward-Backward Stochastic Differential System with Observation Noise
Qingxin Meng, Qiuhong Shi, Maoning Tang
This paper revisits the partial information optimal control problem considered by Wang, Wu and Xiong [Wang et al 2013], where the system is derived by a controlled forward-backward…
Stochastic Evolution Equation Driven by Teugels Martingale and Its Optimal Control
Qingxin Meng, Qiuhong Shi, Maoning Tang
The paper is concerned with a class of stochastic evolution equations in Hilbert space with random coefficients driven by Teugel's martingales and an independent multi-dimensional…
Optimal Control with State Constraints for Stochastic Evolution Equation with Jumps in Hilbert Space
Qingxin Meng, Qiuhong Shi, Maoning Tang
This paper studies a stochastic optimal control problem with state constraint, where the state equation is described by a controlled stochastic evolution equation with jumps in Hil…
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…