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Xinwei Feng , Ying Hu and Jianhui Huang.
A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability.
The Annals of Applied Probability,
2023.
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Zengjing Chen , Xinwei Feng , Shuhui Liu and Weihai Zhang.
Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional.
Automatica,
2023.
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Xinwei Feng , Jianhui Huang and Zhenghong Qiu.
Mixed Social Optima and Nash Equilibrium in Linear-Quadratic-Gaussian Mean-Field System.
IEEE Transaction on Automatic Control,
2022.
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Xinwei Feng , Ying Hu and Jianghui Huang.
Backward Stackelberg Differential Game with Constraints: A Mixed Terminal-Perturbation and Linear-Quadratic Approach.
SIAM Journal on Control and Optimization,
2022.
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Xinwei Feng , Lidan He and Zhi Liu.
Large Deviation Principles of Realized Laplace Transform of Volatility.
Journal of Theoretical Probability,
2022.
