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Maximum principles for partially observed mean-field stochastic systems with application to financial engineering

Release time:2019-10-24|Hits:

Affiliation of Author(s):控制科学与工程学院

Journal:Proceedings of the 33rd Chinese Control Conference

All the Authors:wangguangchen,Wu Zhen,zhangchenghui

First Author:wangguangchen

Document Code:lw-159426

Page Number:5357

Translation or Not:no

Date of Publication:2014-07-28

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A partial information non-zero sum differential game of backward stochastic differential equations with applications
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Optimal control problem of backward stochastic differential delay equation under partial information

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