4 papers
Stochastic recursive optimal control problem with monotonicity conditions under G-framework
Wei He, Qiangjun Tang
In this paper, we study the stochastic recursive optimal control problem under non-Lipschitz settings. More precisely, we suppose that the generator of G-BSDE describing the runnin…
Monotone Perfection
Wei He, Yeneng Sun, Hanping Xu
This paper introduces the concept of perfect monotone equilibrium in Bayesian games, which refines the standard monotone equilibrium by accounting for the possibility of unintended…
Quadratic BSDEs with double constraints driven by G-Brownian motion
Wei He, Qiangjun Tang
In this paper, we investigate the well-posedness of quadratic backward stochastic differential equations driven by G-Brownian motion (referred to as G-BSDEs) with double mean refle…
Maximum principle for discrete-time robust stochastic optimal control problem
Wei He
This paper firstly presents the necessary and sufficient conditions for a kind of discrete-time robust stochastic optimal control problem with convex control domains. As it is an "…