2 citations · 3 across the 8 of their papers we have counts for
5 papers · 1 filter
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…
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,…