Global Convergence of Successive Approximations for Non-convex Stochastic Optimal Control Problems. - Shaolin Ji; Rundong Xu (CoRR, 2022)

A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators. - Mingshang Hu; Shaolin Ji; Rundong Xu (SIAM J. Control. Optim., 2022)

A Modified Method of Successive Approximations for Stochastic Recursive Optimal Control Problems. - Shaolin Ji; Rundong Xu (SIAM J. Control. Optim., 2022)