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Linear quadratic control of backward stochastic differential equation with partial information

Release time:2022-05-26|Hits:

Affiliation of Author(s):控制科学与工程学院

Journal:Applied Mathematics and Computation (New York)

First Author:王光臣

Document Code:8A3DB410855D48F2B5A7B904AA450BFE

Volume:403

Number of Words:16

Translation or Not:no

Date of Publication:2021-08-15

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A general linear quadratic stochastic control and information value
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