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Xiaole Xue
Xiaole Xue
在 SDU.EDU.CN 的电子邮件经过验证
标题
引用次数
引用次数
年份
A global stochastic maximum principle for fully coupled forward-backward stochastic systems
M Hu, S Ji, X Xue
SIAM Journal on Control and Optimization 56 (6), 4309-4335, 2018
572018
Derivatives trading for insurers
X Xue, P Wei, C Weng
Insurance: Mathematics and Economics 84, 40-53, 2019
152019
The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation
M Hu, S Ji, X Xue
SIAM Journal on Control and Optimization 57 (6), 3911-3938, 2019
152019
Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems
M Hu, S Ji, X Xue
ESAIM: Control, Optimisation and Calculus of Variations 26, 81, 2020
122020
Mean‐variance hedging with basis risk
X Xue, J Zhang, C Weng
Applied Stochastic Models in Business and Industry 35 (3), 704-716, 2019
62019
The stochastic maximum principle in singular optimal control with recursive utilities
S Ji, X Xue
Journal of Mathematical Analysis and Applications 471 (1-2), 378-391, 2019
62019
Optimization under rational expectations: A framework of fully coupled forward-backward stochastic linear quadratic systems
M Hu, S Ji, X Xue
Mathematics of Operations Research 48 (3), 1767-1790, 2023
32023
A stochastic maximum principle for linear quadratic problem with nonconvex control domain
S Ji, X Xue
Math. Contr. Relat. Field 9, 495-507, 2019
32019
A note on the global stochastic maximum principle for fully coupled forward-backward stochastic systems
M Hu, S Ji, X Xue
arXiv preprint arXiv:1812.10469, 2018
32018
A central bank strategy for defending a currency peg
E Neuman, A Schied, C Weng, X Xue
Systems & Control Letters 144, 104761, 2020
22020
Linear quadratic problems for fully coupled forward-backward stochastic control systems
M Hu, S Ji, X Xue
arXiv preprint arXiv:1902.09758, 2019
22019
A BSDE approach to the asymmetric risk-sensitive optimization and its applications
M Hu, S Ji, R Xu, X Xue
arXiv preprint arXiv:2305.09430, 2023
12023
The perturbation method applied to a robust optimization problem with constraint
P Luo, A Schied, X Xue
Mathematics and Financial Economics, 1-18, 2024
2024
Behavioural choices of farsightedness and myopia in a low-carbon supply chain: Prisoners' dilemma and the roles of government subsidies
X Xue, X Chen, P Chen, Q Meng
Available at SSRN 4575639, 2023
2023
Stochastic Linear Quadratic Optimal Control with General Control Domain
S Ji, X Xue
arXiv preprint arXiv:1710.11302, 2017
2017
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