Articles citing this article

The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

Closed-Loop Solvability of Linear Quadratic Mean-Field Type Stackelberg Stochastic Differential Games

Zixuan Li and Jingtao Shi
Applied Mathematics & Optimization 90 (1) (2024)
https://doi.org/10.1007/s00245-024-10161-2

Indefinite Linear-Quadratic Optimal Control of Mean-Field Stochastic Differential Equation With Jump Diffusion: An Equivalent Cost Functional Method

Guangchen Wang and Wencan Wang
IEEE Transactions on Automatic Control 69 (11) 7449 (2024)
https://doi.org/10.1109/TAC.2024.3389559

Optimal control and stabilization for linear mean‐field system with indefinite quadratic cost functional

Wencan Wang and Yu Wang
Asian Journal of Control 26 (2) 645 (2024)
https://doi.org/10.1002/asjc.3057

Forward–backward stochastic differential equations with delay generators

Auguste Aman, Harouna Coulibaly and Jasmina Đorđević
Stochastics and Dynamics 23 (02) (2023)
https://doi.org/10.1142/S0219493723500120

Dynamic optimization problems for mean-field stochastic large-population systems

Min Li, Na Li and Zhen Wu
ESAIM: Control, Optimisation and Calculus of Variations 28 49 (2022)
https://doi.org/10.1051/cocv/2022044

Closed-Loop Solvability of Stochastic Linear-Quadratic Optimal Control Problems with Poisson Jumps

Zixuan Li and Jingtao Shi
Mathematics 10 (21) 4062 (2022)
https://doi.org/10.3390/math10214062

On path-dependent multidimensional forward-backward SDEs

Kaitong Hu, Zhenjie Ren and Nizar Touzi
Numerical Algebra, Control and Optimization (2022)
https://doi.org/10.3934/naco.2022010

Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations

Na Li, Zhen Wu and Zhiyong Yu
Science China Mathematics 61 (3) 563 (2018)
https://doi.org/10.1007/s11425-015-0776-6

Forward-Backward Stochastic Differential Equations and Linear-Quadratic Generalized Stackelberg Games

Na Li and Zhiyong Yu
SIAM Journal on Control and Optimization 56 (6) 4148 (2018)
https://doi.org/10.1137/17M1158392

An Indefinite Stochastic Linear Quadratic Optimal Control Problem with Delay and Related Forward–Backward Stochastic Differential Equations

Na Li, Yuan Wang and Zhen Wu
Journal of Optimization Theory and Applications 179 (2) 722 (2018)
https://doi.org/10.1007/s10957-018-1237-1

Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations

Kai Du
SIAM Journal on Control and Optimization 53 (6) 3673 (2015)
https://doi.org/10.1137/140956051

An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach

Zhiyong Yu
SIAM Journal on Control and Optimization 53 (4) 2141 (2015)
https://doi.org/10.1137/130947465

On well-posedness of forward–backward SDEs—A unified approach

Jin Ma, Zhen Wu, Detao Zhang and Jianfeng Zhang
The Annals of Applied Probability 25 (4) (2015)
https://doi.org/10.1214/14-AAP1046