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

Indexed by:Unit Twenty Basic Research

Document Code:lw-168160

Volume:60

Issue:11

Page Number:2904

Translation or Not:no

Date of Publication:2015-11-01