Jie Xiong
Orcid: 0000-0001-5900-1284Affiliations:
- Southern University of Science and Technology, Department of Mathematics, Shenzhen, China
- University of Macau, Department of Mathematics, Macau (2014 - 2017)
- University of Tennessee at Knoxville, TN, USA (until 2014)
- University of North Carolina at Chapel Hill, Department of Statistics, NC, USA (PhD 1992)
According to our database1,
Jie Xiong
authored at least 23 papers
between 2007 and 2024.
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Bibliography
2024
J. Optim. Theory Appl., April, 2024
2023
Stochastic maximum principle for hybrid optimal control problems under partial observation.
Syst. Control. Lett., November, 2023
Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions.
Autom., August, 2023
2022
2021
A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information.
Syst. Control. Lett., 2021
2020
SIAM J. Control. Optim., 2020
A stochastic maximum principle for partially observed stochastic control systems with delay.
Syst. Control. Lett., 2020
2018
A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type.
SIAM J. Control. Optim., 2018
Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching.
Sci. China Inf. Sci., 2018
A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information.
Autom., 2018
2017
Linear-quadratic stochastic Stackelberg differential game with asymmetric information.
Sci. China Inf. Sci., 2017
2016
Optimal Controls for Stochastic Partial Differential Equations with an Application in Population Modeling.
SIAM J. Control. Optim., 2016
Moderate deviation principle for a class of stochastic partial differential equations.
J. Appl. Probab., 2016
Leader-follower stochastic differential game with asymmetric information and applications.
Autom., 2016
Proceedings of the 2016 American Control Conference, 2016
2015
A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information.
IEEE Trans. Autom. Control., 2015
Proceedings of the American Control Conference, 2015
2013
Maximum Principles for Forward-Backward Stochastic Control Systems with Correlated State and Observation Noises.
SIAM J. Control. Optim., 2013
2012
2009
A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications.
SIAM J. Control. Optim., 2009
2007
SIAM J. Control. Optim., 2007