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A linear-quadratic optimal control problem of forward-backward stochastic differential equations with partial information

Release time:2019-10-24|Hits:

Affiliation of Author(s):控制科学与工程学院

Journal:IEEE Transactions on Automatic Control

All the Authors:wangguangchen,Wu Zhen

First Author:wangguangchen

Document Code:lw-168160

Volume:60

Issue:11

Page Number:2904

Number of Words:14

Translation or Not:no

Date of Publication:2015-11-01

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Leader–follower stochastic differential game with asymmetric information and applications
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Stochastic maximum principle for mean-field type optimal control under partial information

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