Jie Xiong

Publication Activity (10 Years)

Years Active: 2007-2024
Publications (10 Years): 14

Top Topics

Differential Equations

Diffusion Processes

Optimal Control

Ambrosio Tortorelli

Top Venues

Syst. Control. Lett.

SIAM J. Control. Optim.

Sci. China Inf. Sci.

Publications

Jiaqi Zhang, Yanyan Tang, Jie Xiong
Conditional Strong Law of Large Numbers under G-Expectations. Symmetry 16 (3) (2024)
Hancheng Guo, Jie Xiong, Jiayu Zheng
Stochastic Maximum Principle for Generalized Mean-Field Delay Control Problem. J. Optim. Theory Appl. 201 (1) (2024)
Siyu Lv, Jie Xiong, Wen Xu
Stochastic maximum principle for hybrid optimal control problems under partial observation. Syst. Control. Lett. 181 (2023)
Shuaiqi Zhang, Jie Xiong, Jingtao Shi
A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information. Syst. Control. Lett. 157 (2021)
Shuaiqi Zhang, Xun Li, Jie Xiong
A stochastic maximum principle for partially observed stochastic control systems with delay. Syst. Control. Lett. 146 (2020)
Jie Xiong, Yong Zeng, Shuaiqi Zhang
Mean-Variance Portfolio Selection for Partially Observed Point Processes. SIAM J. Control. Optim. 58 (6) (2020)
Shuaiqi Zhang, Jie Xiong, Xiangdong Liu
Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching. Sci. China Inf. Sci. 61 (7) (2018)
Xin Zhang, Zhongyang Sun, Jie Xiong
A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type. SIAM J. Control. Optim. 56 (4) (2018)
Guangchen Wang, Hua Xiao, Jie Xiong
A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information. Autom. 97 (2018)
Jingtao Shi, Guangchen Wang, Jie Xiong
Linear-quadratic stochastic Stackelberg differential game with asymmetric information. Sci. China Inf. Sci. 60 (9) (2017)
Suzanne M. Lenhart, Jie Xiong, Jiongmin Yong
Optimal Controls for Stochastic Partial Differential Equations with an Application in Population Modeling. SIAM J. Control. Optim. 54 (2) (2016)
Jingtao Shi, Guangchen Wang, Jie Xiong
Leader-follower stochastic differential game with asymmetric information and applications. Autom. 63 (2016)
Seddik M. Djouadi, Vasileios Maroulas, Xiaoyang Pan, Jie Xiong
On least-squares estimation for partially observed jump-diffusion processes. ACC (2016)
Parisa Fatheddin, Jie Xiong
Moderate deviation principle for a class of stochastic partial differential equations. J. Appl. Probab. 53 (1) (2016)
Andreas A. Malikopoulos, Vasileios Maroulas, Jie Xiong
A multiobjective optimization framework for stochastic control of complex systems. ACC (2015)
Guangchen Wang, Zhen Wu, Jie Xiong
A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information. IEEE Trans. Autom. Control. 60 (11) (2015)
Guangchen Wang, Zhen Wu, Jie Xiong
Maximum Principles for Forward-Backward Stochastic Control Systems with Correlated State and Observation Noises. SIAM J. Control. Optim. 51 (1) (2013)
Jérôme Detemple, Weidong Tian, Jie Xiong
An optimal stopping problem with a reward constraint. Finance Stochastics 16 (3) (2012)
Jianhui Huang, Guangchen Wang, Jie Xiong
A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications. SIAM J. Control. Optim. 48 (4) (2009)
Jie Xiong, Xun Yu Zhou
Mean-Variance Portfolio Selection under Partial Information. SIAM J. Control. Optim. 46 (1) (2007)