11 citations · 48 across the 24 of their papers we have counts for
Showing 2016Show all
2 papers · 1 filter
math.OC2016★ 1 cited
Optimal control problems of forward-backward stochastic Volterra integral equations with closed control regions
Tianxiao Wang, Haisen Zhang
Optimal control problems of forward-backward stochastic Volterra integral equations (FBSVIEs, in short) with closed control regions are formulated and studied. Instead of using spi…
math.OC2016★ 4 cited
Characterization of Optimal Feedback for Stochastic Linear Quadratic Control Problems
Qi Lu, Tianxiao Wang, Xu Zhang
One of the fundamental issues in Control Theory is to design feedback controls. It is well-known that, the purpose of introducing Riccati equations in the deterministic case is to…