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Stochastic Maximum Principle for Generalized Mean-Field Delay Control Problem Journal article
Guo, Hancheng, Xiong, Jie, Zheng, Jiayu. Stochastic Maximum Principle for Generalized Mean-Field Delay Control Problem[J]. Journal of Optimization Theory and Applications, 2024, 201(1), 352-377.
Authors:  Guo, Hancheng;  Xiong, Jie;  Zheng, Jiayu
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:1.6/1.8 | Submit date：2024/05/02
Existence And Uniqueness  Stochastic Maximum Principle  Mean-field Control Problem  Mckean–vlasov Equation  Lions Derivative  
Stochastic Maximum Principle Under Probability Distortion Journal article
Liang, Qizhu, Xiong, Jie. Stochastic Maximum Principle Under Probability Distortion[J]. APPLIED MATHEMATICS AND OPTIMIZATION, 2021, 83(3), 2109 - 2128.
Authors:  Liang, Qizhu;  Xiong, Jie
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:1.6/1.8 | Submit date：2021/12/08
Behavioral Portfolio Optimization  Cumulative Prospective Theory  Stochastic Maximum Principle  Probability Distortion  S-shaped Utility Function  
A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance Journal article
Xiong, Jie, Zhang, Shuaiqi, Zhuang, Yi. A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance[J]. Mathematical Control and Related Fields, 2019, 9(2), 257-276.
Authors:  Xiong, Jie;  Zhang, Shuaiqi;  Zhuang, Yi
Favorite | TC[WOS]:8 TC[Scopus]:9  IF:1.0/1.1 | Submit date：2022/05/17
Equilibrium Point  Forward-backward Stochastic Differential Equation  Maximum Principle  Stochastic Differential Game  Stochastic Filtering  
Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching Journal article
Zhang, Shuaiqi, Xiong, Jie, Liu, Xiangdong. Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching[J]. SCIENCE CHINA-INFORMATION SCIENCES, 2018, 61(7).
Authors:  Zhang, Shuaiqi;  Xiong, Jie;  Liu, Xiangdong
Favorite | TC[WOS]:16 TC[Scopus]:18  IF:7.3/5.8 | Submit date：2018/10/30
Partial Information  Markovian Regime-switching  Stochastic Maximum Principle  Forward-backward Stochastic Differential Equation (Fbsde)  
A SECOND-ORDER STOCHASTIC MAXIMUM PRINCIPLE FOR GENERALIZED MEAN-FIELD SINGULAR CONTROL PROBLEM Journal article
Guo, Hancheng, Xiong, Jie. A SECOND-ORDER STOCHASTIC MAXIMUM PRINCIPLE FOR GENERALIZED MEAN-FIELD SINGULAR CONTROL PROBLEM[J]. MATHEMATICAL CONTROL AND RELATED FIELDS, 2018, 8(2), 451-473.
Authors:  Guo, Hancheng;  Xiong, Jie
Favorite | TC[WOS]:6 TC[Scopus]:7  IF:1.0/1.1 | Submit date：2018/10/30
Stochastic Maximum Principle  Mean-field Control Problem  Singular Control  Frechet Derivative  Range Theorem Of Vector-valued Measures  
A Kind of Stochastic Linear-Quadratic Stackelberg Differential Game with Overlapping Information Conference paper
Shi, Jingtao, Wang, Guangchen, Xiong, Jie, Liu, T, Zhao, Q. A Kind of Stochastic Linear-Quadratic Stackelberg Differential Game with Overlapping Information[C], 345 E 47TH ST, NEW YORK, NY 10017 USA:IEEE, 2017, 1799-1804.
Authors:  Shi, Jingtao;  Wang, Guangchen;  Xiong, Jie;  Liu, T;  Zhao, Q
Favorite | TC[WOS]:1 TC[Scopus]:1 | Submit date：2018/10/30
Stackelberg Differential Game  Stochastic Linear-quadratic Optimal Control  Overlapping Information  Maximum Principle  Stochastic Filtering