Jie Xiong

31 papers C 2Journal 29
YearRankTypeTitle / Venue / Authors
2026 J jnl
Stochastic Linear-Quadratic Differential Game with Regime-Switching in an Infinite Horizon.
SIAM J. Control. Optim.
Fan Wu, Xun Li, Jie Xiong, Xin Zhang
2025 J jnl
Discrete-Time Partially Observable Stochastic Optimal Control Problems of McKean-Vlasov Type and Branching Particle System Approximations.
IEEE Trans. Autom. Control.
Hexiang Wan, Guangchen Wang, Jie Xiong
2025 J jnl
Maximum Principle of Stochastic Optimal Control Problems with Model Uncertainty.
J. Optim. Theory Appl.
Tao Hao, Jiaqiang Wen, Jie Xiong
2025 J jnl
Mean-Field Stochastic Linear Quadratic Control Problem with Random Coefficients.
SIAM J. Control. Optim.
Jie Xiong, Wen Xu
2025 J jnl
Partially observed linear quadratic stochastic optimal control problem in infinite horizon: A data-driven approach.
Syst. Control. Lett.
Xun Li, Guangchen Wang, Jie Xiong, Heng Zhang
2025 J jnl
Two system transformation data-driven algorithms for linear quadratic mean-field games.
Eur. J. Control
Xun Li, Guangchen Wang, Yu Wang, Jie Xiong, Heng Zhang
2024 J jnl
A zero-sum hybrid stochastic differential game with impulse controls.
Sci. China Inf. Sci.
Siyu Lv, Zhen Wu, Jie Xiong
2024 J jnl
Conditional Strong Law of Large Numbers under G-Expectations.
Symmetry
Jiaqi Zhang, Yanyan Tang, Jie Xiong
2024 J jnl
Stochastic Maximum Principle for Generalized Mean-Field Delay Control Problem.
J. Optim. Theory Appl.
Hancheng Guo, Jie Xiong, Jiayu Zheng
2023 J jnl
Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions.
Autom.
Siyu Lv, Jie Xiong, Xin Zhang
2023 J jnl
Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System.
SIAM J. Control. Optim.
Jiaqiang Wen, Xun Li, Jie Xiong, Xin Zhang
2023 J jnl
Stochastic maximum principle for hybrid optimal control problems under partial observation.
Syst. Control. Lett.
Siyu Lv, Jie Xiong, Wen Xu
2022 J jnl
Hybrid optimal impulse control.
Autom.
Siyu Lv, Jie Xiong
2022 J jnl
Nonzero-sum impulse games with regime switching.
Autom.
Siyu Lv, Jie Xiong
2021 J jnl
A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information.
Syst. Control. Lett.
Shuaiqi Zhang, Jie Xiong, Jingtao Shi
2020 J jnl
A stochastic maximum principle for partially observed stochastic control systems with delay.
Syst. Control. Lett.
Shuaiqi Zhang, Xun Li, Jie Xiong
2020 J jnl
Mean-Variance Portfolio Selection for Partially Observed Point Processes.
SIAM J. Control. Optim.
Jie Xiong, Yong Zeng, Shuaiqi Zhang
2018 J jnl
A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type.
SIAM J. Control. Optim.
Xin Zhang, Zhongyang Sun, Jie Xiong
2018 J jnl
A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information.
Autom.
Guangchen Wang, Hua Xiao, Jie Xiong
2018 J jnl
Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching.
Sci. China Inf. Sci.
Shuaiqi Zhang, Jie Xiong, Xiangdong Liu
2017 J jnl
Linear-quadratic stochastic Stackelberg differential game with asymmetric information.
Sci. China Inf. Sci.
Jingtao Shi, Guangchen Wang, Jie Xiong
2016 J jnl
Leader-follower stochastic differential game with asymmetric information and applications.
Autom.
Jingtao Shi, Guangchen Wang, Jie Xiong
2016 J jnl
Moderate deviation principle for a class of stochastic partial differential equations.
J. Appl. Probab.
Parisa Fatheddin, Jie Xiong
2016 C conf
On least-squares estimation for partially observed jump-diffusion processes.
ACC
Seddik M. Djouadi, Vasileios Maroulas, Xiaoyang Pan, Jie Xiong
2016 J jnl
Optimal Controls for Stochastic Partial Differential Equations with an Application in Population Modeling.
SIAM J. Control. Optim.
Suzanne M. Lenhart, Jie Xiong, Jiongmin Yong
2015 J jnl
A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information.
IEEE Trans. Autom. Control.
Guangchen Wang, Zhen Wu, Jie Xiong
2015 C conf
A multiobjective optimization framework for stochastic control of complex systems.
ACC
Andreas A. Malikopoulos, Vasileios Maroulas, Jie Xiong
2013 J jnl
Maximum Principles for Forward-Backward Stochastic Control Systems with Correlated State and Observation Noises.
SIAM J. Control. Optim.
Guangchen Wang, Zhen Wu, Jie Xiong
2012 J jnl
An optimal stopping problem with a reward constraint.
Finance Stochastics
Jérôme Detemple, Weidong Tian, Jie Xiong
2009 J jnl
A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications.
SIAM J. Control. Optim.
Jianhui Huang, Guangchen Wang, Jie Xiong
2007 J jnl
Mean-Variance Portfolio Selection under Partial Information.
SIAM J. Control. Optim.
Jie Xiong, Xun Yu Zhou