10 citations · 39 across the 24 of their papers we have counts for
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math.OC2018★ 6 cited
Indefinite Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients: Closed-Loop Representation of Open-Loop Optimal Controls
Jingrui Sun, Jie Xiong, Jiongmin Yong
This paper is concerned with a stochastic linear-quadratic optimal control problem in a finite time horizon, where the coefficients of the control system are allowed to be random,…
math.OC2018
Weak Closed-Loop Solvability of Stochastic Linear-Quadratic Optimal Control Problems
Jingrui Sun, Hanxiao Wang, Jiongmin Yong
Recently it has been found that for a stochastic linear-quadratic optimal control problem (LQ problem, for short) in a finite horizon, open-loop solvability is strictly weaker than…