Differential games of partial information forward-backward doubly stochastic differential equations and applications - Eddie C. M. Hui; Hua Xiao 002 (CoRR, 2011)

Arrow Sufficient Conditions for Optimality of Fully Coupled Forward-Backward Stochastic Differential Equations with Applications to Finance. - Guangchen Wang; Hua Xiao 002 (J. Optim. Theory Appl., 2015)

An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation. - Guangchen Wang; Hua Xiao 002; Guojing Xing (Autom., 2017)

A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information. - Guangchen Wang; Hua Xiao 002; Jie Xiong 004 (Autom., 2018)

A Mean-Field Game for a Forward-Backward Stochastic System with Partial Observation and Common Noise. - Pengyan Huang; Guangchen Wang; Shujun Wang; Hua Xiao 002 (IEEE CAA J. Autom. Sinica, 2024)

Maximum Principle for Stochastic Control System with Elephant Memory and Jump Diffusion. - Siqi Feng; Lei Gao; Guangchen Wang; Hua Xiao 002 (J. Syst. Sci. Complex., 2024)