Xiaole Xue

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The perturbation method applied to a robust optimization problem with constraint (available as arXiv preprint)	N/A	Paper
A BSDE approach to the asymmetric risk-sensitive optimization and its applications European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations	2026-09-30	Paper
A BSDE approach to the asymmetric risk-sensitive optimization and its applications (available as arXiv preprint)	2025-01-01	Paper
The perturbation method applied to a robust optimization problem with constraint Mathematics and Financial Economics	2024-08-28	Paper
Mean-variance hedging with basis risk Applied Stochastic Models in Business and Industry	2024-07-18	Paper
Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems Mathematics of Operations Research	2024-02-27	Paper
A BSDE approach to the asymmetric risk-sensitive optimization and its applications	2023-05-16	Paper
Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems ESAIM: Control, Optimisation and Calculus of Variations	2021-03-17	Paper
A central bank strategy for defending a currency peg Systems & Control Letters	2021-01-06	Paper
A stochastic maximum principle for linear quadratic problem with nonconvex control domain Mathematical Control and Related Fields	2019-12-18	Paper
The existence and uniqueness of viscosity solution to a kind of Hamilton-Jacobi-Bellman equation SIAM Journal on Control and Optimization	2019-11-27	Paper
Linear quadratic problems for fully coupled forward-backward stochastic control systems	2019-02-26	Paper
Derivatives trading for insurers Insurance Mathematics & Economics	2019-01-15	Paper
Linear quadratic problems for fully coupled forward-backward stochastic control systems (available as arXiv preprint)	2019-01-01	Paper
A note on the global stochastic maximum principle for fully coupled forward-backward stochastic systems	2018-12-22	Paper
The stochastic maximum principle in singular optimal control with recursive utilities Journal of Mathematical Analysis and Applications	2018-12-20	Paper
A global stochastic maximum principle for fully coupled forward-backward stochastic systems SIAM Journal on Control and Optimization	2018-11-30	Paper
A note on the global stochastic maximum principle for fully coupled forward-backward stochastic systems (available as arXiv preprint)	2018-01-01	Paper
Stochastic Linear Quadratic Optimal Control with General Control Domain	2017-10-30	Paper
Stochastic Linear Quadratic Optimal Control with General Control Domain (available as arXiv preprint)	2017-01-01	Paper

Research outcomes over time

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