A Class of Optimal Control Problems of Forward–Backward Systems with Input Constraint

Mixed Linear Quadratic Stochastic Differential Leader-Follower Game with Input Constraint

(2021) Tinghan Xie et al.   APPLIED MATHEMATICS AND OPTIMIZATION

A partial information linear-quadratic optimal control problem of backward stochastic differential equation with its applications

(2020) Pengyan Huang et al.   Science China-Information Sciences

Linear quadratic mean field game with control input constraint

(2018) Ying Hu et al.   ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS

Linear-Quadratic Mean-Field-Game for Stochastic Delayed Systems

(2018) Jianhui Huang et al.   IEEE TRANSACTIONS ON AUTOMATIC CONTROL

Linear quadratic mean field game with control input constraint

(2018) Ying Hu et al.   ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS

Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints

(2018) Ying Hu et al.   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium

(2017) Ying Hu et al.   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

Linear Quadratic Mean Field Type Control and Mean Field Games with Common Noise, with Application to Production of an Exhaustible Resource

(2016) P. Jameson Graber   APPLIED MATHEMATICS AND OPTIMIZATION

Backward Mean-Field Linear-Quadratic-Gaussian (LQG) Games: Full and Partial Information

(2016) Jianhui Huang et al.   IEEE TRANSACTIONS ON AUTOMATIC CONTROL

Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems

(2016) Jingrui Sun et al.   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

On well-posedness of forward–backward SDEs—A unified approach

(2015) Jin Ma et al.   ANNALS OF APPLIED PROBABILITY

A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information

(2015) Guangchen Wang et al.   IEEE TRANSACTIONS ON AUTOMATIC CONTROL

Nonlinear Stochastic Differential Games Involving a Major Player and a Large Number of Collectively Acting Minor Agents

(2014) Rainer Buckdahn et al.   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

A general maximum principle for optimal control of forward–backward stochastic systems

(2013) Zhen Wu   AUTOMATICA

OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS

(2013) Gilles-Edouard Espinosa et al.   MATHEMATICAL FINANCE

Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations

(2012) Jianhui Huang et al.   ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS

Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies

(2012) Minyi Huang et al.   IEEE TRANSACTIONS ON AUTOMATIC CONTROL

Maximum Principles for a Class of Partial Information Risk-Sensitive Optimal Controls

(2010) Jianhui Huang et al.   IEEE TRANSACTIONS ON AUTOMATIC CONTROL

Maximum Principle for Partially-Observed Optimal Control of Fully-Coupled Forward-Backward Stochastic Systems

(2010) J. T. Shi et al.   JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS

Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions

(2010) Jiongmin Yong   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

Near-optimal control problems for linear forward–backward stochastic systems

(2009) Jianhui Huang et al.   AUTOMATICA

Forward-backward stochastic differential equations with mixed initial-terminal conditions

(2009) Jiongmin Yong   TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY

Markov Perfect Industry Dynamics With Many Firms

(2008)   ECONOMETRICA