wangguangchen
Professor
No content
Paper Publications
-
[21] Shi Jingtao and wangguangchen. Linear-quadratic stochastic Stackelberg differential game with asymmetric information. Science China Information Science, 60, 1, 2017.
-
[22] Shi Jingtao and wangguangchen. Leader–follower stochastic differential game with asymmetric information and applications. Automatica, 63, 60, 2016.
-
[23] wangguangchen and Eddie C. M. Hui. A new optimal portfolio selection model with owner-occupied housing. Applied Mathematics and Computation, 270, 714, 2015.
-
[24] Zhiyong Yu , wangguangchen and 于志勇. A partial information non-zero sum differential game of backward stochastic differential equation.... Automatica, 48, 342, 2012.
-
[25] Shi Jingtao and wangguangchen. A Kind of Stochastic Linear-Quadratic Stackelberg Differential Game with Overlapping Information. PROCEEDINGS OF THE 36TH CHINESE CONTROL CONFERENCE (CCC 2017), 1799, 2017.
-
[26] Shi Jingtao and wangguangchen. Linear-quadratic stochastic Stackelberg differential game with asymmetric information. SCIENCE CHINA-Information Sciences, 60, 2017.
-
[27] wangguangchen , Wu Zhen and Li, Na. Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic System with Delay. PROCEEDINGS OF THE 36TH CHINESE CONTROL CONFERENCE (CCC 2017), 1822, 2017.
-
[28] wangguangchen and Wu Zhen. Maximum principles for forward-backward stochastic control systems with correlated state and obse.... SIAM Journal on Control and Optimization, 51, 491, 2013.
-
[29] wangguangchen and 于志勇. A partial information non-zero sum differential game of backward stochastic differential equation.... Automatica, 48, 342, 2012.
-
[30] wangguangchen , Wu Zhen and zhangchenghui. Maximum principles for partially observed mean-field stochastic systems with application to finan.... Proceedings of the 33rd Chinese Control Conference, 5357, 2014.
-
[31] wangguangchen. Optimal control problem of backward stochastic differential delay equation under partial informat.... systems & control letters, 82, 71, 2015.
-
[32] Shi Jingtao and wangguangchen. Leader-Follower Stochastic Differential Game with Asymmetric Information and Applications. Automatica, 63, 60, 2016.
-
[33] Shi Jingtao and wangguangchen. A Nonzero Sum Differential Game of BSDE with Time-Delayed Generator and Applications. IEEE Transactions on Automatic Control, 61, 1959, 2016.
-
[34] Shi Jingtao and wangguangchen. Leader–follower stochastic differential game with asymmetric information and applications. Automatica, 63, 60, 2015.
-
[35] wangguangchen and Wu Zhen. A linear-quadratic optimal control problem of forward-backward stochastic differential equations .... IEEE Transactions on Automatic Control, 60, 2904, 2015.
-
[36] wangguangchen and zhangchenghui. Stochastic maximum principle for mean-field type optimal control under partial information . IEEE Transactions on Automatic Control, 59, 522, 2014.
-
[37] wangguangchen and Wu Zhen. Mean-variance hedging and forward-backward stochastic filtering equations. Abstract and Applied Analysis, 2011, 1, 2011.
-
[38] wangguangchen. Arrow sufficient conditions for optimality of fully-coupled forward-backward stochastic different.... Journal of Optimization Theory and Applications, 165, 639, 2015.
-
[39] wangguangchen. A new optimal portfolio selection model with owner-occupied housing. Applied Mathematics and Computation, 270, 714, 2015.
-
[40] wangguangchen. A kind of LQ non-zero sum differential game of backward stochastic differential equation with asy.... Automatica, 97, 346, 2018.