The Optimal Control Problem with State Constraints for Fully Coupled Forward-Backward Stochastic Systems with Jumps

by Qingmeng Wei
Published 2014-01-01

An Optimal Control Problem of Forward-Backward Stochastic Volterra Integral Equations with State Constraints

by Qingmeng Wei, Xinling Xiao
Published 2014-01-01

The Dynamic Programming Method of Stochastic Differential Game for Functional Forward-Backward Stochastic System

by Shaolin Ji, Chuanfeng Sun, Qingmeng Wei
Published 2013-01-01

A Maximum Principle for Controlled Time-Symmetric Forward-Backward Doubly Stochastic Differential Equation with Initial-Terminal Sate Constraints

by Shaolin Ji, Qingmeng Wei, Xiumin Zhang
Published 2012-01-01