Mean-Variance Portfolio Selection under Partial Information. - Jie Xiong 004; Xun Yu Zhou (SIAM J. Control. Optim., 2007)

A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications. - Jianhui Huang; Guangchen Wang; Jie Xiong 004 (SIAM J. Control. Optim., 2009)

An optimal stopping problem with a reward constraint. - Jérôme Detemple; Weidong Tian; Jie Xiong 004 (Finance Stochastics, 2012)

Maximum Principles for Forward-Backward Stochastic Control Systems with Correlated State and Observation Noises. - Guangchen Wang; Zhen Wu; Jie Xiong 004 (SIAM J. Control. Optim., 2013)

A multiobjective optimization framework for stochastic control of complex systems. - Andreas A. Malikopoulos; Vasileios Maroulas; Jie Xiong 004 (ACC, 2015)

A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information. - Guangchen Wang; Zhen Wu; Jie Xiong 004 (IEEE Trans. Autom. Control., 2015)

On least-squares estimation for partially observed jump-diffusion processes. - Seddik M. Djouadi; Vasileios Maroulas; Xiaoyang Pan; Jie Xiong 004 (ACC, 2016)

Leader-follower stochastic differential game with asymmetric information and applications. - Jingtao Shi; Guangchen Wang; Jie Xiong 004 (Autom., 2016)

Moderate deviation principle for a class of stochastic partial differential equations. - Parisa Fatheddin; Jie Xiong 004 (J. Appl. Probab., 2016)

Optimal Controls for Stochastic Partial Differential Equations with an Application in Population Modeling. - Suzanne M. Lenhart; Jie Xiong 004; Jiongmin Yong (SIAM J. Control. Optim., 2016)

Linear-quadratic stochastic Stackelberg differential game with asymmetric information. - Jingtao Shi; Guangchen Wang; Jie Xiong 004 (Sci. China Inf. Sci., 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)

Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching. - Shuaiqi Zhang; Jie Xiong 004; Xiangdong Liu (Sci. China Inf. Sci., 2018)

A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type. - Xin Zhang 012; Zhongyang Sun; Jie Xiong 004 (SIAM J. Control. Optim., 2018)

A stochastic maximum principle for partially observed stochastic control systems with delay. - Shuaiqi Zhang; Xun Li 002; Jie Xiong 004 (Syst. Control. Lett., 2020)

Mean-Variance Portfolio Selection for Partially Observed Point Processes. - Jie Xiong 004; Yong Zeng; Shuaiqi Zhang (SIAM J. Control. Optim., 2020)

A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information. - Shuaiqi Zhang; Jie Xiong 004; Jingtao Shi (Syst. Control. Lett., 2021)

Hybrid optimal impulse control. - Siyu Lv; Jie Xiong 004 (Autom., 2022)

Nonzero-sum impulse games with regime switching. - Siyu Lv; Jie Xiong 004 (Autom., 2022)

Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System. - Jiaqiang Wen; Xun Li 002; Jie Xiong 004; Xin Zhang 012 (SIAM J. Control. Optim., 2023)

Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions. - Siyu Lv; Jie Xiong 004; Xin Zhang 012 (Autom., 2023)

Stochastic maximum principle for hybrid optimal control problems under partial observation. - Siyu Lv; Jie Xiong 004; Wen Xu (Syst. Control. Lett., 2023)

A zero-sum hybrid stochastic differential game with impulse controls. - Siyu Lv; Zhen Wu; Jie Xiong 004 (Sci. China Inf. Sci., 2024)

Conditional Strong Law of Large Numbers under G-Expectations. - Jiaqi Zhang; Yanyan Tang; Jie Xiong 004 (Symmetry, 2024)

Stochastic Maximum Principle for Generalized Mean-Field Delay Control Problem. - Hancheng Guo; Jie Xiong 004; Jiayu Zheng (J. Optim. Theory Appl., 2024)

Two system transformation data-driven algorithms for linear quadratic mean-field games. - Xun Li 002; Guangchen Wang; Yu Wang 200; Jie Xiong 004; Heng Zhang (Eur. J. Control, 2025)

Partially observed linear quadratic stochastic optimal control problem in infinite horizon: A data-driven approach. - Xun Li 002; Guangchen Wang; Jie Xiong 004; Heng Zhang (Syst. Control. Lett., 2025)

Discrete-Time Partially Observable Stochastic Optimal Control Problems of McKean-Vlasov Type and Branching Particle System Approximations. - Hexiang Wan; Guangchen Wang; Jie Xiong 004 (IEEE Trans. Autom. Control., 2025)

Maximum Principle of Stochastic Optimal Control Problems with Model Uncertainty. - Tao Hao; Jiaqiang Wen; Jie Xiong 004 (J. Optim. Theory Appl., 2025)