Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems. Zbl 1347.49033
Sun, Jingrui; Li, Xun; Yong, Jiongmin |
|
2016
|
Linear quadratic stochastic differential games: open-loop and closed-loop saddle points. Zbl 1307.93466
Sun, Jingrui; Yong, Jiongmin |
|
2015
|
Linear quadratic optimal control problems for mean-field backward stochastic differential equations. Zbl 1428.49037
Li, Xun; Sun, Jingrui; Xiong, Jie |
|
2019
|
Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability. Zbl 1433.49050
Li, Xun; Sun, Jingrui; Yong, Jiongmin |
|
2016
|
Stochastic linear-quadratic optimal control theory: open-loop and closed-loop solutions. Zbl 1458.93005
Sun, Jingrui; Yong, Jiongmin |
|
2020
|
Mean-field stochastic linear quadratic optimal control problems: open-loop solvabilities. Zbl 1393.49024
Sun, Jingrui |
|
2017
|
Stochastic linear quadratic optimal control problems in infinite horizon. Zbl 1398.49028
Sun, Jingrui; Yong, Jiongmin |
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2018
|
Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations. Zbl 1470.60144
Wang, Hanxiao; Sun, Jingrui; Yong, Jiongmin |
|
2021
|
Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria. Zbl 1405.91025
Sun, Jingrui; Yong, Jiongmin |
|
2019
|
Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls. Zbl 1476.49044
Sun, Jingrui; Xiong, Jie; Yong, Jiongmin |
|
2021
|
Stochastic linear-quadratic optimal control theory: differential games and mean-field problems. Zbl 1455.93004
Sun, Jingrui; Yong, Jiongmin |
|
2020
|
Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon. Zbl 1342.93122
Sun, Jingrui; Yong, Jiongmin; Zhang, Shuguang |
|
2016
|
Mean-field linear-quadratic stochastic differential games. Zbl 1479.91032
Sun, Jingrui; Wang, Hanxiao; Wu, Zhen |
|
2021
|
Linear-quadratic optimal control for backward stochastic differential equations with random coefficients. Zbl 1467.93337
Sun, Jingrui; Wang, Hanxiao |
|
2021
|
Two-person zero-sum stochastic linear-quadratic differential games. Zbl 1467.91010
Sun, Jingrui |
|
2021
|
Optimal control for controllable stochastic linear systems. Zbl 1459.49019
Bi, Xiuchun; Sun, Jingrui; Xiong, Jie |
|
2020
|
Weak closed-loop solvability of stochastic linear-quadratic optimal control problems. Zbl 1410.93149
Wang, Hanxiao; Sun, Jingrui; Yong, Jiongmin |
|
2019
|
Turnpike properties for stochastic linear-quadratic optimal control problems. Zbl 1503.49030
Sun, Jingrui; Wang, Hanxiao; Yong, Jiongmin |
|
2022
|
Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability. Zbl 1461.93553
Sun, Jingrui; Wang, Hanxiao |
|
2021
|
Zero-sum Stackelberg stochastic linear-quadratic differential games. Zbl 1511.91011
Sun, Jingrui; Wang, Hanxiao; Wen, Jiaqiang |
|
2023
|
General indefinite backward stochastic linear-quadratic optimal control problems. Zbl 1492.93206
Sun, Jingrui; Wen, Jiaqiang; Xiong, Jie |
|
2022
|
Indefinite backward stochastic linear-quadratic optimal control problems. Zbl 1521.93207
Sun, Jingrui; Wu, Zhen; Xiong, Jie |
|
2023
|
Stochastic linear-quadratic optimal control with partial observation. Zbl 1516.49034
Sun, Jingrui; Xiong, Jie |
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2023
|
Turnpike properties for mean-field linear-quadratic optimal control problems. Zbl 1534.49023
Sun, Jingrui; Yong, Jiongmin |
|
2024
|
Turnpike properties for mean-field linear-quadratic optimal control problems. Zbl 1534.49023
Sun, Jingrui; Yong, Jiongmin |
|
2024
|
Zero-sum Stackelberg stochastic linear-quadratic differential games. Zbl 1511.91011
Sun, Jingrui; Wang, Hanxiao; Wen, Jiaqiang |
|
2023
|
Indefinite backward stochastic linear-quadratic optimal control problems. Zbl 1521.93207
Sun, Jingrui; Wu, Zhen; Xiong, Jie |
|
2023
|
Stochastic linear-quadratic optimal control with partial observation. Zbl 1516.49034
Sun, Jingrui; Xiong, Jie |
|
2023
|
Turnpike properties for stochastic linear-quadratic optimal control problems. Zbl 1503.49030
Sun, Jingrui; Wang, Hanxiao; Yong, Jiongmin |
|
2022
|
General indefinite backward stochastic linear-quadratic optimal control problems. Zbl 1492.93206
Sun, Jingrui; Wen, Jiaqiang; Xiong, Jie |
|
2022
|
Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations. Zbl 1470.60144
Wang, Hanxiao; Sun, Jingrui; Yong, Jiongmin |
|
2021
|
Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls. Zbl 1476.49044
Sun, Jingrui; Xiong, Jie; Yong, Jiongmin |
|
2021
|
Mean-field linear-quadratic stochastic differential games. Zbl 1479.91032
Sun, Jingrui; Wang, Hanxiao; Wu, Zhen |
|
2021
|
Linear-quadratic optimal control for backward stochastic differential equations with random coefficients. Zbl 1467.93337
Sun, Jingrui; Wang, Hanxiao |
|
2021
|
Two-person zero-sum stochastic linear-quadratic differential games. Zbl 1467.91010
Sun, Jingrui |
|
2021
|
Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability. Zbl 1461.93553
Sun, Jingrui; Wang, Hanxiao |
|
2021
|
Stochastic linear-quadratic optimal control theory: open-loop and closed-loop solutions. Zbl 1458.93005
Sun, Jingrui; Yong, Jiongmin |
|
2020
|
Stochastic linear-quadratic optimal control theory: differential games and mean-field problems. Zbl 1455.93004
Sun, Jingrui; Yong, Jiongmin |
|
2020
|
Optimal control for controllable stochastic linear systems. Zbl 1459.49019
Bi, Xiuchun; Sun, Jingrui; Xiong, Jie |
|
2020
|
Linear quadratic optimal control problems for mean-field backward stochastic differential equations. Zbl 1428.49037
Li, Xun; Sun, Jingrui; Xiong, Jie |
|
2019
|
Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria. Zbl 1405.91025
Sun, Jingrui; Yong, Jiongmin |
|
2019
|
Weak closed-loop solvability of stochastic linear-quadratic optimal control problems. Zbl 1410.93149
Wang, Hanxiao; Sun, Jingrui; Yong, Jiongmin |
|
2019
|
Stochastic linear quadratic optimal control problems in infinite horizon. Zbl 1398.49028
Sun, Jingrui; Yong, Jiongmin |
|
2018
|
Mean-field stochastic linear quadratic optimal control problems: open-loop solvabilities. Zbl 1393.49024
Sun, Jingrui |
|
2017
|
Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems. Zbl 1347.49033
Sun, Jingrui; Li, Xun; Yong, Jiongmin |
|
2016
|
Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability. Zbl 1433.49050
Li, Xun; Sun, Jingrui; Yong, Jiongmin |
|
2016
|
Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon. Zbl 1342.93122
Sun, Jingrui; Yong, Jiongmin; Zhang, Shuguang |
|
2016
|
Linear quadratic stochastic differential games: open-loop and closed-loop saddle points. Zbl 1307.93466
Sun, Jingrui; Yong, Jiongmin |
|
2015
|