Xinwei Feng

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q6200369	2024-03-22	Paper
Linear quadratic mean-field game with volatility uncertainty	2024-02-21	Paper
Mixed Social Optima and Nash Equilibrium in Linear-Quadratic-Gaussian Mean-Field System	2023-09-26	Paper
A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability	2023-07-31	Paper
Robust backward linear-quadratic differential game and team: a soft-constraint analysis	2023-07-13	Paper
Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional	2023-02-03	Paper
Backward Stackelberg Differential Game with Constraints: A Mixed Terminal-Perturbation and Linear-Quadratic Approach	2022-06-01	Paper
Complete convergence and strong law of large numbers for arrays of random variables under sublinear expectations	2022-05-20	Paper
Laws of the logarithm for arrays of rowwise negatively associated random variables under nonlinear probabilities	2022-03-21	Paper
Large deviation principles of realized Laplace transform of volatility	2022-03-17	Paper
Generalized mean-field backward stochastic differential equations and related partial differential equations	2021-12-08	Paper
Mixed linear quadratic stochastic differential leader-follower game with input constraint	2021-11-02	Paper
Social optima of backward linear-quadratic-Gaussian mean-field teams	2021-11-02	Paper
Reflected backward stochastic differential equation with rank-based data	2021-07-26	Paper
A unified approach to mean-field team: homogeneity, heterogeneity and quasi-exchangeability	2021-05-16	Paper
Linear-quadratic-Gaussian mean-field-game with partial observation and common noise	2021-05-05	Paper
Self-normalized moderate deviations for random walk in random scenery	2021-02-04	Paper
Stochastic recursive optimal control problem of reflected stochastic differential systems	2020-11-03	Paper
Remarks on Viscosity Super-Solutions of Quasi-Variational Inequalities	2020-10-23	Paper
Self-normalized Cramér-type moderate deviations for functionals of Markov chain	2020-04-15	Paper
Law of the logarithm for weighted sums of negatively dependent random variables under sublinear expectation	2019-09-05	Paper
Pseudo almost automorphic solution to stochastic differential equation driven by Lévy process	2018-10-04	Paper
Stochastic differential games with competing Brownian particles and related Isaacs' equations	2018-07-20	Paper
Backward stochastic differential equations with rank-based data	2018-03-16	Paper
Self-normalized large deviations under sublinear expectation	2017-02-21	Paper
Maximum principle for optimal control problems involving impulse controls with nonsmooth data	2016-11-25	Paper
Anticipated Backward Stochastic Differential Equation with Reflection	2016-08-25	Paper
Large deviation for negatively dependent random variables under sublinear expectation	2016-05-25	Paper

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