135 citations · 241 across the 29 of their papers we have counts for
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math.OC2012
A Mixed Linear Quadratic Optimal Control Problem with a Controlled Time Horizon
Jianhui Huang, Xun Li, Jiongmin Yong
A mixed linear quadratic (MLQ, for short) optimal control problem is considered. The controlled stochastic system consists of two diffusion processes which are in different time ho…
math.OC2012★ 6 cited
A Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations in Infinite Horizon
Jianhui Huang, Xun Li, Jiongmin Yong
A linear-quadratic (LQ, for short) optimal control problem is considered for mean-field stochastic differential equations with constant coefficients in an infinite horizon. The sta…
math.OC2012
Necessary Condition for Near Optimal Control of Linear Forward-backward Stochastic Differential Equations
Liangquan Zhang, Jianhui Huang, Xun Li
This paper investigates the near optimal control for a kind of linear stochastic control systems governed by the forward backward stochastic differential equations, where both the…