1 citations · 1 across the 3 of their papers we have counts for
2 papers
math.OC2018
Fully coupled mean-field FBSDEs with jumps and related optimal control problems
Wenqiang Li, Hui Min
This paper study a type of fully coupled mean-field forward-backward stochastic differential equations with jumps under the monotonicity condition, including the existence and the…
math.OC2015
Zero-sum and nonzero-sum differential games without Isaacs condition
Juan Li, Wenqiang Li
In this paper we study the zero-sum and nonzero-sum differential games with not assuming Isaacs condition. Along with the partition of the time interval , we choose the…