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A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance Journal article
Xiong, Jie, Zhang, Shuaiqi, Zhuang, Yi. A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance[J]. Mathematical Control and Related Fields, 2019, 9(2), 257-276.
Authors:  Xiong, Jie;  Zhang, Shuaiqi;  Zhuang, Yi
Favorite | TC[WOS]:8 TC[Scopus]:9  IF:1.0/1.1 | Submit date：2022/05/17
Equilibrium Point  Forward-backward Stochastic Differential Equation  Maximum Principle  Stochastic Differential Game  Stochastic Filtering  
A SECOND-ORDER STOCHASTIC MAXIMUM PRINCIPLE FOR GENERALIZED MEAN-FIELD SINGULAR CONTROL PROBLEM Journal article
Guo, Hancheng, Xiong, Jie. A SECOND-ORDER STOCHASTIC MAXIMUM PRINCIPLE FOR GENERALIZED MEAN-FIELD SINGULAR CONTROL PROBLEM[J]. MATHEMATICAL CONTROL AND RELATED FIELDS, 2018, 8(2), 451-473.
Authors:  Guo, Hancheng;  Xiong, Jie
Favorite | TC[WOS]:6 TC[Scopus]:7  IF:1.0/1.1 | Submit date：2018/10/30
Stochastic Maximum Principle  Mean-field Control Problem  Singular Control  Frechet Derivative  Range Theorem Of Vector-valued Measures