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"au:"Qingxin Meng"" — arXiv2 Search
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Jan 8, 2025
Infinite Horizon Fully Coupled Nonlinear Forward-Backward Stochastic Difference Equations and Their Application to LQ Optimal Control Problems
Oct 2, 2024
Fully Coupled Nonlinear FBS$Δ$Es: Solvability and LQ Control Insights
Oct 2, 2024
Discrete-Time LQ Stochastic Two-Person Nonzero-Sum Difference Games with Random Coefficients:~Open-Loop Nash Equilibrium