22 citations · 51 across the 18 of their papers we have counts for
6 papers · 1 filter
Stochastic Maximum Principle for Mean-field Controls and Non-Zero Sum Mean-field Game Problems for Forward-Backward Systems
Ruimin Xu, Liangquan Zhang
The objective of the present paper is to investigate the solution of fully coupled mean-field forward-backward stochastic differential equations (FBSDEs in short) and to study the…
The Viability Property for Path-dependent SDE under Open Constraints
Liangquan Zhang
In this note, we study the viability of a bounded open domain in for a process driven by a path-dependent stochastic differential equation with Lipschitz data. W…
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…
Asymptotic Properties of Coupled Forward-Backward Stochastic Differential Equations
Ana Bela Cruzeiro, André de Oliveira Gomes, Liangquan Zhang
In this paper, we consider coupled forward-backward stochastic differential equations (FBSDEs in short) with parameter . We study the asymptotic behavior of its sol…
Selection in the Zero-Noise Limit for High-Dimensional Diffusions with Measurable Drift
Liangquan Zhang, Chang Li
This paper investigates the zero-noise limit of high-dimensional small-noise diffusion processes governed by the stochastic differential equation (SDE) \begin{equation*} \mathrm{d}…
The Relaxed Stochastic Maximum Principle in the Mean-field Singular Controls
Liangquan Zhang
In this paper, we study the optimal control system driven by stochastic differential equations (SDEs) of mean-field type, in which the control variable has two components, the firs…