The following pages link to Hua Xiao (Q300987):
Displaying 19 items.
- The maximum principle for partially observed optimal control of forward-backward stochastic systems with random jumps (Q300988) (← links)
- Optimality conditions for optimal control of jump-diffusion SDEs with correlated observations noises (Q473885) (← links)
- Parameter-dependent photon echo induced in CdSe/ZnS quantum dot quantum well (Q637749) (← links)
- Maximum principle for differential games of forward-backward stochastic systems with applications (Q640986) (← links)
- Multi-dimensional reflected backward stochastic differential equations and the comparison theorem (Q716525) (← links)
- An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (Q1678616) (← links)
- A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information (Q1716549) (← links)
- Linear quadratic nonzero sum differential games with asymmetric information (Q1717997) (← links)
- A necessary condition for optimal control of~initial coupled forward-backward stochastic differential equations with~partial information (Q2251741) (← links)
- Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance (Q2347578) (← links)
- The Filtering Equations of Forward-Backward Stochastic Systems with Random Jumps and Applications to Partial Information Stochastic Optimal Control (Q3068100) (← links)
- A NEW TIME-STEPPING SCHEME FOR THE NETWORK MODELLING OF DIFFUSION (Q3129319) (← links)
- (Q4827289) (← links)
- Individual and mass behavior in large population forward–backward stochastic control problems: Centralized and Nash equilibrium solutions (Q5159842) (← links)
- Differential games of partial information forward-backward doubly SDE and applications (Q5404529) (← links)
- (Q5452993) (← links)
- Rectified Brownian transport driven by a spatio-temporal colored noise (Q6499780) (← links)
- Maximum principle for stochastic control system with elephant memory and jump diffusion (Q6595036) (← links)
- Joint promotional effort and assortment optimization under the multinomial logit model (Q6633266) (← links)
