6 citations · 13 across the 19 of their papers we have counts for
4 papers · 1 filter
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…