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Jie Xiong · Study
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Author
Jie Xiong
16 works
· latest 2021
· 4 institutions
cluster: provisional
ORCID 0000-0001-5900-1284
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16
Citations
1,232
Works here
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Most cited in this library
Stochastic differential equations in infinite-dimensional spaces
1995 · 191 citations
Leader–follower stochastic differential game with asymmetric information and applications
2015 · 119 citations
Mean‐Variance Portfolio Selection under Partial Information
2007 · 108 citations
A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications
2009 · 103 citations
Approximate McKean–Vlasov representations for a class of SPDEs
2009 · 100 citations
Works
16 shown
Indefinite stochastic linear-quadratic optimal control problems with random coefficients: Closed-loop representation of open-loop optimal controls
The Annals of Applied Probability
·
2021
·
3 authors
·
Open access
33
citations
Backward doubly stochastic Volterra integral equations and their applications
Journal of Differential Equations
·
2020
·
3 authors
·
Open access
30
citations
A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information
Automatica
·
2018
·
3 authors
54
citations
Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise
Bernoulli
·
2018
·
2 authors
·
Open access
33
citations
A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type
SIAM Journal on Control and Optimization
·
2018
·
3 authors
61
citations
An Introduction to Optimal Control of FBSDE with Incomplete Information
SpringerBriefs in mathematics
·
2018
·
3 authors
·
book
54
citations
Linear Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations
Applied Mathematics & Optimization
·
2017
·
3 authors
·
Open access
74
citations
Linear-quadratic stochastic Stackelberg differential game with asymmetric information
Science China Information Sciences
·
2017
·
3 authors
51
citations
Leader–follower stochastic differential game with asymmetric information and applications
Automatica
·
2015
·
3 authors
·
Open access
119
citations
A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information
IEEE Transactions on Automatic Control
·
2015
·
3 authors
92
citations
Maximum Principles for Forward-Backward Stochastic Control Systems with Correlated State and Observation Noises
SIAM Journal on Control and Optimization
·
2013
·
3 authors
98
citations
Approximate McKean–Vlasov representations for a class of SPDEs
Stochastics
·
2009
·
2 authors
100
citations
A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications
SIAM Journal on Control and Optimization
·
2009
·
3 authors
103
citations
Mean‐Variance Portfolio Selection under Partial Information
SIAM Journal on Control and Optimization
·
2007
·
2 authors
108
citations
Numerical Solutions for a Class of SPDEs with Application to Filtering
Birkhäuser Boston eBooks
·
2001
·
2 authors
·
chapter
31
citations
Stochastic differential equations in infinite-dimensional spaces
SPIE eBooks
·
1995
·
2 authors
·
book
191
citations