2 citations · 4 across the 6 of their papers we have counts for
6 papers
A Class of Forward-Backward Stochastic Differential Equations Driven by Lévy Processes and Application to LQ Problems
Maozhong Xu, Maoning Tang, Qingxin Meng
In this paper, our primary focus lies in the thorough investigation of a specific category of nonlinear fully coupled forward-backward stochastic differential equations involving t…
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…
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…
Forward and Backward Mean-Field Stochastic Partial Differential Equation and Optimal Control
Maoning Tang, Qingxin Meng
This paper is mainly concerned with the solutions to both forward and backward mean-field stochastic partial differential equation and the corresponding optimal control problem for…