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Maximum principles for forward-backward stochastic control systems with correlated state and observation noises

Release time:2019-10-24|Hits:

Affiliation of Author(s):控制科学与工程学院

Journal:SIAM Journal on Control and Optimization

All the Authors:wangguangchen,Wu Zhen

First Author:wangguangchen

Document Code:lw-139243

Volume:51

Issue:1

Page Number:491

Number of Words:20

Translation or Not:no

Date of Publication:2013-02-12

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Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic System with Delay
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A partial information non-zero sum differential game of backward stochastic differential equations with applications

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