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20122026
most cited estimates for fully coupled FBSDEs with jumps

7 citations · 11 across the 18 of their papers we have counts for

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5 papers · 1 filter

math.OC2023

Infinite Horizon Mean-Field Linear Quadratic Optimal Control Problems with Jumps and the related Hamiltonian Systems

Qingmeng Wei, Yaqi Xu, Zhiyong Yu

In this work, we focus on an infinite horizon mean-field linear-quadratic stochastic control problem with jumps. Firstly, the infinite horizon linear mean-field stochastic differen…

math.PR2023

General mean-field BSDEs with diagonally quadratic generators in multi-dimension

Weimin Jiang, Juan Li, Qingmeng Wei

The purpose of this paper is to investigate general mean-field backward stochastic differential equations (MFBSDEs) in multi-dimension with diagonally quadratic generators $f(ω,t,y…

math.OC2023

Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations with a Type of Random Coefficients

Hongwei Mei, Qingmeng Wei, Jiongmin Yong

Motivated by linear-quadratic optimal control problems (LQ problems, for short) for mean-field stochastic differential equations (SDEs, for short) with the coefficients containing…

math.OC2023

Stochastic representation for solutions of a system of coupled HJB-Isaacs equations with integral-partial operators

Sheng Luo, Wenqiang Li, Xun Li +1

In this paper, we focus on the stochastic representation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs (HJB-Isaacs (HJBI), for short) equations which is in fact a system of…

math.OC2023

Stochastic Verification Theorems for Stochastic Control Problems of Reflected FBSDEs

Lu Liu, Xinlei Hu, Qingmeng Wei

In this paper, the stochastic verification theorems for stochastic control problems of reflected forward-backward stochastic differential equations are studied. We carry out the wo…