6 citations · 13 across the 19 of their papers we have counts for
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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…