1 citations · 5 across the 12 of their papers we have counts for
17 papers
Mixed Leadership Stochastic Differential Game in Feedback Information Pattern with Applications
Qi Huang, Jingtao Shi
This paper is devoted to a high-dimensional mixed leadership stochastic differential game on a finite horizon in feedback information mode, where the control variables enter into t…
A Three-level Stochastic Linear-quadratic Stackelberg Differential Game with Asymmetric Information
Kaixin Kang, Jingtao Shi
This paper is concerned with a three-level stochastic linear-quadratic Stackelberg differential game with asymmetric information, in which three players participate credited as Pla…
The Maximum Principle for Discounted Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Jumps on Infinite Horizon
Yueyang Zheng, Jingtao Shi
This paper is concerned with a discounted optimal control problem of partially observed forward-backward stochastic systems with jumps on infinite horizon. The control domain is co…
Linear Quadratic Leader-follower Stochastic Differential Games: Closed-Loop Solvability
Zixuan Li, Jingtao Shi
In this paper, a leader-follower stochastic differential game is studied for a linear stochastic differential equation with a quadratic cost functional. The coefficients in the sta…
Linear Quadratic Stackelberg Stochastic Differential Games: Closed-Loop Solvability
Zixuan Li, Jingtao Shi
This paper is concerned with the closed-loop solvability of one kind of linear-quadratic Stackelberg stochastic differential game, where the coefficients are deterministic. The not…
A Linear Quadratic Stochastic Stackelberg Differential Game with Time Delay
Weijun Meng, Jingtao Shi
This paper is concerned with a linear quadratic stochastic Stackelberg differential game with time delay. The model is general, in which the state delay and the control delay both…