A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems. - Mingshang Hu; Shaolin Ji; Xiaole Xue (SIAM J. Control. Optim., 2018)

The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton-Jacobi-Bellman Equation. - Mingshang Hu; Shaolin Ji; Xiaole Xue (SIAM J. Control. Optim., 2019)

A central bank strategy for defending a currency peg. - Eyal Neuman; Alexander Schied; Chengguo Weng; Xiaole Xue (Syst. Control. Lett., 2020)

Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems. - Mingshang Hu; Shaolin Ji; Xiaole Xue (Math. Oper. Res., 2023)