10 citations · 39 across the 24 of their papers we have counts for
Showing 2021Show all
3 papers · 1 filter
math.OC2021
Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games
Jingrui Sun, Hanxiao Wang, Jiaqiang Wen
The paper is concerned with a zero-sum Stackelberg stochastic linear-quadratic (LQ, for short) differential game over finite horizons. Under a fairly weak condition, the Stackelber…
math.OC2021★ 1 cited
Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems
Jingrui Sun, Zhen Wu, Jie Xiong
This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to b…
math.OC2021
Mean-Field Linear-Quadratic Stochastic Differential Games
Jingrui Sun, Hanxiao Wang, Zhen Wu
The paper is concerned with two-person zero-sum mean-field linear-quadratic stochastic differential games over finite horizons. By a Hilbert space method, a necessary condition and…