1 citations · 1 across the 4 of their papers we have counts for
5 papers
Solvability of finite state forward-backward stochastic difference equations
Shaolin Ji, Haodong Liu
In this paper, we consider the solvability problems for the fully coupled forward-backward stochastic difference equations (FBSΔEs) on spaces related to discrete time, finite state…
Maximum principle for stochastic optimal control problem of finite state forward-backward stochastic difference systems
Shailin Ji, Haodong Liu
In this paper, we study the maximum principle for stochastic optimal control problems of forward-backward stochastic difference systems (FBSΔSs) where the uncertainty is modeled by…
Solvability of one kind of forward-backward stochastic difference equations
Shaolin Ji, Haodong Liu
In this paper, we study the solvability problem for one kind of fully coupled forward-backward stochastic difference equations (FBSΔEs). With the help of the necessary and sufficie…
Maximum principle for stochastic optimal control problem of forward-backward stochastic difference systems
Shaolin Ji, Haodong Liu
In this paper, we study the maximum principle for stochastic optimal control problems of forward-backward stochastic difference systems (FBSΔSs). Two types of FBSΔSs are investigat…
Fully Coupled Forward-backward Stochastic Differential Equations on Markov Chains
Shaolin Ji, Haodong Liu, Xinling Xiao
We define fully coupled forward-backward stochastic differential equations on spaces related to continuous time, finite state Markov Chains. Existence and uniqueness results of the…