3 citations · 11 across the 13 of their papers we have counts for
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math.OC2019
Linear-Quadratic Optimal Control for Backward Stochastic Differential Equations with Random Coefficients
Jingrui Sun, Hanxiao Wang
This paper is concerned with a linear-quadratic (LQ, for short) optimal control problem for backward stochastic differential equations (BSDEs, for short), where the coefficients of…
math.OC2019
Mean-Field Stochastic Linear-Quadratic Optimal Control Problems: Weak Closed-Loop Solvability
Jingrui Sun, Hanxiao Wang
This paper is concerned with mean-field stochastic linear-quadratic (MF-SLQ, for short) optimal control problems with deterministic coefficients. The notion of weak closed-loop opt…
math.OC2019★ 1 cited
Optimal Control for Controllable Stochastic Linear Systems
Xiuchun Bi, Jingrui Sun, Jie Xiong
This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in…