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ORCIDJie Xiong 0004
Person information
- affiliation: Southern University of Science and Technology, Department of Mathematics, Shenzhen, China
- affiliation (2014 - 2017): University of Macau, Department of Mathematics, Macau
- affiliation (until 2014): University of Tennessee at Knoxville, TN, USA
- affiliation (PhD 1992): University of North Carolina at Chapel Hill, Department of Statistics, NC, USA
Other persons with the same name
- Jie Xiong — disambiguation page
- Jie Xiong 0001
![[0000-0002-5396-4554]](https://dblp.dagstuhl.de/img/orcid-mark.12x12.png "0000-0002-5396-4554")
— University of Massachusetts Amherst, College of Information and Computer Sciences, MA, USA (and 2 more) - Jie Xiong 0002 — Appalacian State University Omaha, NE, USA (and 1 more)
- Jie Xiong 0003 — University of Electronic Science and Technology of China, School of Communication and Information Engineering, Chengdu, China
- Jie Xiong 0005 — National University of Singapore, Department of Industrial Systems Engineering and Management, Singapore
- Jie Xiong 0006 — University of North Carolina, Chapel Hill, USA
- Jie Xiong 0007 — University of Illinois Urbana-Champaign, USA
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2020 – today
- 2024
[j21]Hancheng Guo, Jie Xiong, Jiayu Zheng:
Stochastic Maximum Principle for Generalized Mean-Field Delay Control Problem. J. Optim. Theory Appl. 201(1): 352-377 (2024)- [j20]Jiaqi Zhang, Yanyan Tang, Jie Xiong:
Conditional Strong Law of Large Numbers under G-Expectations. Symmetry 16(3): 272 (2024) - 2023
- [j19]Siyu Lv, Jie Xiong, Xin Zhang:
Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions. Autom. 154: 111072 (2023) - [j18]Siyu Lv, Jie Xiong, Wen Xu:
Stochastic maximum principle for hybrid optimal control problems under partial observation. Syst. Control. Lett. 181: 105651 (2023) - 2022
- [j17]Siyu Lv, Jie Xiong:
Hybrid optimal impulse control. Autom. 140: 110233 (2022) - [j16]Siyu Lv, Jie Xiong:
Nonzero-sum impulse games with regime switching. Autom. 145: 110439 (2022) - 2021
- [j15]Shuaiqi Zhang, Jie Xiong, Jingtao Shi:
A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information. Syst. Control. Lett. 157: 105046 (2021) - 2020
- [j14]Shuaiqi Zhang, Xun Li, Jie Xiong:
A stochastic maximum principle for partially observed stochastic control systems with delay. Syst. Control. Lett. 146: 104812 (2020) - [j13]Jie Xiong, Yong Zeng, Shuaiqi Zhang:
Mean-Variance Portfolio Selection for Partially Observed Point Processes. SIAM J. Control. Optim. 58(6): 3041-3061 (2020)
2010 – 2019
- 2018
- [j12]Guangchen Wang, Hua Xiao, Jie Xiong:
A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information. Autom. 97: 346-352 (2018) - [j11]Shuaiqi Zhang, Jie Xiong, Xiangdong Liu:
Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching. Sci. China Inf. Sci. 61(7): 70211:1-70211:13 (2018) - [j10]Xin Zhang, Zhongyang Sun, Jie Xiong:
A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type. SIAM J. Control. Optim. 56(4): 2563-2592 (2018) - 2017
- [j9]Jingtao Shi, Guangchen Wang, Jie Xiong:
Linear-quadratic stochastic Stackelberg differential game with asymmetric information. Sci. China Inf. Sci. 60(9): 092202:1-092202:15 (2017) - 2016
- [j8]Jingtao Shi, Guangchen Wang, Jie Xiong:
Leader-follower stochastic differential game with asymmetric information and applications. Autom. 63: 60-73 (2016) - [j7]Parisa Fatheddin, Jie Xiong:
Moderate deviation principle for a class of stochastic partial differential equations. J. Appl. Probab. 53(1): 279-292 (2016) - [j6]Suzanne M. Lenhart, Jie Xiong, Jiongmin Yong:
Optimal Controls for Stochastic Partial Differential Equations with an Application in Population Modeling. SIAM J. Control. Optim. 54(2): 495-535 (2016) - [c2]Seddik M. Djouadi, Vasileios Maroulas, Xiaoyang Pan, Jie Xiong:
On least-squares estimation for partially observed jump-diffusion processes. ACC 2016: 2717-2722 - 2015
- [j5]Guangchen Wang, Zhen Wu, Jie Xiong:
A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information. IEEE Trans. Autom. Control. 60(11): 2904-2916 (2015) - [c1]Andreas A. Malikopoulos, Vasileios Maroulas, Jie Xiong:
A multiobjective optimization framework for stochastic control of complex systems. ACC 2015: 4263-4268 - 2013
- [j4]Guangchen Wang, Zhen Wu, Jie Xiong:
Maximum Principles for Forward-Backward Stochastic Control Systems with Correlated State and Observation Noises. SIAM J. Control. Optim. 51(1): 491-524 (2013) - 2012
- [j3]Jérôme Detemple, Weidong Tian, Jie Xiong:
An optimal stopping problem with a reward constraint. Finance Stochastics 16(3): 423-448 (2012)
2000 – 2009
- 2009
- [j2]Jianhui Huang, Guangchen Wang, Jie Xiong:
A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications. SIAM J. Control. Optim. 48(4): 2106-2117 (2009) - 2007
- [j1]Jie Xiong, Xun Yu Zhou:
Mean-Variance Portfolio Selection under Partial Information. SIAM J. Control. Optim. 46(1): 156-175 (2007)
Coauthor Index
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