11 citations · 22 across the 10 of their papers we have counts for
12 papers
Backward stochastic differential equations with conditional reflection and related recursive optimal control problems
Ying Hu, Jianhui Huang, Wenqiang Li
We introduce a new type of reflected backward stochastic differential equations (BSDEs) for which the reflection constraint is imposed on its main solution component, denoted as $Y…
A unified approach to mean-field team: homogeneity, heterogeneity and quasi-exchangeability
Xinwei Feng, Ying Hu, Jianhui Huang
This paper aims to systematically solve stochastic team optimization of large-scale system, in a rather general framework. Concretely, the underlying large-scale system involves co…
Social Optima in Leader-Follower Mean Field Linear Quadratic Control
Jianhui Huang, Bing-Chang Wang, Tinghan Xie
This paper investigates a linear quadratic mean field leader-follower team problem, where the model involves one leader and a large number of weakly-coupled interactive followers.…
Linear Quadratic Gaussian Mean-Field Controls of Social Optima
Zhenghong Qiu, Jianhui Huang, Tinghan Xie
This paper investigates a class of unified stochastic linear quadratic Gaussian (LQG) social optima problems involving a large number of weakly-coupled interactive agents under a {…
Backward Stackelberg Differential Game with Constraints: a Mixed Terminal-Perturbation and Linear-Quadratic Approach
Xinwei Feng, Ying Hu, Jianhui Huang
We discuss an open-loop backward Stackelberg differential game involving single leader and single follower. Unlike most Stackelberg game literature, the state to be controlled is c…
Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty
Jianhui Huang, Bing-Chang Wang, Jiongmin Yong
This paper examines mean field linear-quadratic-Gaussian (LQG) social optimum control with volatility-uncertain common noise. The diffusion terms in the dynamics of agents contain…