6 citations · 13 across the 19 of their papers we have counts for
21 papers
Fully Coupled Nonlinear Mean-Field FBSΔEs: Solvability and an LQ Buffer-Adjustment Illustration
Yingjie Zheng, Qingxin Meng, Maoning Tang
This paper establishes sufficient conditions for finite-horizon solvability of fully coupled nonlinear mean-field forward--backward stochastic difference equations with dependence…
A Riccati Approach to Mixed Closed-Loop Games for Infinite-Dimensional Stochastic Systems
Mingyang Shen, Weihai Zhang, Qingxin Meng +1
This paper studies a finite-horizon mixed feedback Nash game for stochastic evolution equations on a separable Hilbert space. The drift generator is unbounded, the r…
Discrete-Time Backward Stochastic LQ Control Problem
Hu Ligui, Meng Qingxin, Tang Maoning
This paper focuses on the discrete-time backward stochastic linear quadratic (BSLQ) optimal control problem with nonhomogeneous system terms and cost function cross terms. The term…
Viscosity Solutions of Hamilton--Jacobi--Bellman Equations for Control Systems Driven by Teugels Martingales
Yongpeng Lin, Qingxin Meng, Maoning Tang
This paper studies discrete-time two-person nonzero-sum linear quadratic stochastic games with random coefficients. Using convex variational analysis, we derive necessary and suffi…
\(H_2/H_\infty\) Control for Continuous-Time Mean-Field Stochastic Systems with Affine Terms
Xuling Fang, Jun Moon, Maoning Tang +1
This paper discusses the \( H_2/H_{\infty} \) control problem for continuous-time mean-field linear stochastic systems with affine terms over a finite horizon. We employ the Mean-F…
Fully Coupled Nonlinear FBSEs: Solvability and LQ Control Insights
Zhipeng Niu, Qingxin Meng, Xun Li +1
This paper explores a class of fully coupled nonlinear forward-backward stochastic difference equations (FBSEs). Building on insights from linear quadratic optimal control probl…
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…
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…
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…
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…
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…
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…
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…
Non-zero Sum Stochastic Differential Games of Fully Coupled Forward-Backward Stochastic Systems
Maoning Tang, Qingxin Meng, Yongzheng Sun
In this paper, an open-loop two-person non-zero sum stochastic differential game is considered for forward-backward stochastic systems. More precisely, the controlled systems are d…
Optimal Variational Principle for Backward Stochastic Control Systems Associated with Lévy Processes
Maoning Tang, Qi Zhang
The paper is concerned with optimal control of backward stochastic differential equation (BSDE) driven by Teugel's martingales and an independent multi-dimensional Brownian motion,…