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