6 citations · 11 across the 3 of their papers we have counts for
4 papers
An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation
Guangchen Wang, Hua Xiao, Guojing Xing
This article is concerned with an optimal control problem derived by mean-field forward-backward stochastic differential equation with noisy observation, where the drift coefficien…
A kind of linear quadratic non-zero sum differential game of backward stochastic differential equation with asymmetric information
Guangchen Wang, Hua Xiao, Jie Xiong
This paper focuses on a kind of linear quadratic non-zero sum differential game driven by backward stochastic differential equation with asymmetric information, which is a natural…
Mean Field Linear-Quadratic-Gaussian (LQG) Games of Forward-Backward Stochastic Differential Equations
Jianhui Huang, Shujun Wang, Hua Xiao
This paper studies a new class of dynamic optimization problems of large-population (LP) system which consists of a large number of negligible and coupled agents. The most signific…
Differential games of partial information forward-backward doubly stochastic differential equations and applications
Eddie C. M. Hui, Hua Xiao
This paper is concerned with a new type of differential game problems of forwardbackward stochastic systems. There are three distinguishing features: Firstly, our game systems are…