Huang, Zhen; Wang, Ying; Wang, Xiangrong A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes. (English) Zbl 1485.93631 J. Syst. Sci. Complex. 35, No. 1, 205-220 (2022). MSC: 93E20 49N80 49N10 60G51 PDFBibTeX XMLCite \textit{Z. Huang} et al., J. Syst. Sci. Complex. 35, No. 1, 205--220 (2022; Zbl 1485.93631) Full Text: DOI
Huang, Hong; Wang, Xiangrong; Li, Ying A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case. (English) Zbl 1459.93191 Math. Probl. Eng. 2020, Article ID 1768507, 11 p. (2020). MSC: 93E20 49K45 PDFBibTeX XMLCite \textit{H. Huang} et al., Math. Probl. Eng. 2020, Article ID 1768507, 11 p. (2020; Zbl 1459.93191) Full Text: DOI
Huang, Hong; Wang, Xiangrong; Liu, Meijuan A maximum principle for fully coupled forward-backward stochastic control system driven by Lévy process with terminal state constraints. (English) Zbl 1401.93225 J. Syst. Sci. Complex. 31, No. 4, 859-874 (2018). MSC: 93E20 49K45 91G10 93C15 60G51 60H10 PDFBibTeX XMLCite \textit{H. Huang} et al., J. Syst. Sci. Complex. 31, No. 4, 859--874 (2018; Zbl 1401.93225) Full Text: DOI
Liu, Meijuan; Wang, Xiangrong; Huang, Hong Maximum principle for forward-backward control system driven by Itô-Lévy processes under initial-terminal constraints. (English) Zbl 1426.93367 Math. Probl. Eng. 2017, Article ID 1868560, 13 p. (2017). MSC: 93E20 49K45 60H10 PDFBibTeX XMLCite \textit{M. Liu} et al., Math. Probl. Eng. 2017, Article ID 1868560, 13 p. (2017; Zbl 1426.93367) Full Text: DOI
Wang, Xiangrong; Huang, Hong Maximum principle for forward-backward stochastic control system driven by Lévy process. (English) Zbl 1394.49024 Math. Probl. Eng. 2015, Article ID 702802, 12 p. (2015). MSC: 49K45 93E20 PDFBibTeX XMLCite \textit{X. Wang} and \textit{H. Huang}, Math. Probl. Eng. 2015, Article ID 702802, 12 p. (2015; Zbl 1394.49024) Full Text: DOI