6 citations · 12 across the 3 of their papers we have counts for
3 papers
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.PR2012★ 6 cited
Comparison Theorems for Backward Stochastic Volterra Integral Equations
Tianxiao Wang, Jiongmin Yong
For backward stochastic Volterra integral equations (BSVIEs) in multi-dimensional Euclidean spaces, comparison theorems are established in a systematic way for the adapted solution…