7 citations · 41 across the 28 of their papers we have counts for
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On the existence of optimal controls for backward stochastic partial differential equations
Qingxin Meng, Yang Shen, Peng Shi
This paper is concerned with the existence of optimal controls for backward stochastic partial differential equations with random coefficients, in which the control systems are rep…
Linear-Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations with Jumps
Maoning Tang, Qingxin Meng
This paper is concerned with a linear quadratic (LQ, for short) optimal control problem for mean-field backward stochastic differential equations (MF-BSDE, for short) driven by a P…
Maximum Principle for Partial Observed Zero-Sum Stochastic Differential Game of Mean-Field SDEs
Maoning Tang, Qingxin Meng
In this paper, we consider a partial observed two-person zero-sum stochastic differential game problem where the system is governed by a stochastic differential equation of mean-fi…
Partially Observed Optimal Control for Mean-Field SDEs
Maonin Tang, Qingxin Meng
In this paper, we are concerned with a stochastic optimal control problem of mean-field type under partial observation, where the state equation is governed by the controlled nonli…
Stochastic Evolution Equations of Jump Type with Random Coefficients: Existence, Uniqueness and Optimal Control
Maoning Tang, Qingxin Meng
We study a class of stochastic evolution equations of jump type with random coefficients and its optimal control problem. There are three major ingredients. The first is to prove t…
Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations with Jumps
Maoning Tang, Qingxin Meng
In this paper, we study a linear-quadratic optimal control problem for mean-field stochastic differential equations driven by a Poisson random martingale measure and a multidimensi…