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