Login / Signup
Xiaole Xue
ORCID
Publication Activity (10 Years)
Years Active: 2018-2023
Publications (10 Years): 4
Top Topics
Forward Backward
Stochastic Model
Top Venues
SIAM J. Control. Optim.
Math. Oper. Res.
Syst. Control. Lett.
</>
Publications
</>
Mingshang Hu
,
Shaolin Ji
,
Xiaole Xue
Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems.
Math. Oper. Res.
48 (3) (2023)
Eyal Neuman
,
Alexander Schied
,
Chengguo Weng
,
Xiaole Xue
A central bank strategy for defending a currency peg.
Syst. Control. Lett.
144 (2020)
Mingshang Hu
,
Shaolin Ji
,
Xiaole Xue
The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton-Jacobi-Bellman Equation.
SIAM J. Control. Optim.
57 (6) (2019)
Mingshang Hu
,
Shaolin Ji
,
Xiaole Xue
A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems.
SIAM J. Control. Optim.
56 (6) (2018)