Jie Xiong

Orcid: 0000-0001-5900-1284

Affiliations:
  • 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.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
Stochastic Maximum Principle for Generalized Mean-Field Delay Control Problem.
J. Optim. Theory Appl., April, 2024

Conditional Strong Law of Large Numbers under G-Expectations.
Symmetry, March, 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
Nonzero-sum impulse games with regime switching.
Autom., 2022

Hybrid optimal impulse control.
Autom., 2022

2021
A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information.
Syst. Control. Lett., 2021

2020
Mean-Variance Portfolio Selection for Partially Observed Point Processes.
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

On least-squares estimation for partially observed jump-diffusion processes.
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

A multiobjective optimization framework for stochastic control of complex systems.
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
An optimal stopping problem with a reward constraint.
Finance Stochastics, 2012

2009
A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications.
SIAM J. Control. Optim., 2009

2007
Mean-Variance Portfolio Selection under Partial Information.
SIAM J. Control. Optim., 2007


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