wangguangchen
Professor
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Paper Publications
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[41] wangguangchen and 于志勇. A partial information non-zero sum differential game of backward stochastic differential equation.... Automatica, 48, 342, 2012.
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[42] wangguangchen and Shi Jingtao. Leader-Follower Stochastic Differential Game with Asymmetric Information and Applications. Automatica, 63, 60, 2016.
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[43] wangguangchen and Shi Jingtao. A Nonzero Sum Differential Game of BSDE with Time-Delayed Generator and Applications. IEEE Transactions on Automatic Control, 61, 1959, 2016.
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[44] wangguangchen and Shi Jingtao. Leader-Follower Stochastic Differential Game with Asymmetric Information and Applications. Automatica, 63, 60, 2016.
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[45] wangguangchen and Shi Jingtao. A Nonzero Sum Differential Game of BSDE with Time-Delayed Generator and Applications. IEEE Transactions on Automatic Control, 61, 1959, 2016.
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[46] wangguangchen and 于志勇. A partial information non-zero sum differential game of backward stochastic differential equation.... Automatica, 48, 342, 2012.
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[47] 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.
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[48] wangguangchen and Shi Jingtao. Linear-quadratic stochastic Stackelberg differential game with asymmetric information. SCIENCE CHINA-Information Sciences, 60, 2017.
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[49] wangguangchen and Shi Jingtao. A Kind of Stochastic Linear-Quadratic Stackelberg Differential Game with Overlapping Information. PROCEEDINGS OF THE 36TH CHINESE CONTROL CONFERENCE (CCC 2017), 1799, 2017.
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[50] wangguangchen. Optimal control problem of backward stochastic differential delay equation under partial informat.... systems & control letters, 82, 71, 2015.
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[51] wangguangchen. A new optimal portfolio selection model with owner-occupied housing. Applied Mathematics and Computation, 270, 714, 2015.
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[52] Shi Jingtao and wangguangchen. Leader–follower stochastic differential game with asymmetric information and applications. Automatica, 63, 60, 2015.
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[53] Wu Zhen and wangguangchen. A linear-quadratic optimal control problem of forward-backward stochastic differential equations .... IEEE Transactions on Automatic Control, 60, 2904, 2015.
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[54] wangguangchen. Arrow sufficient conditions for optimality of fully-coupled forward-backward stochastic different.... Journal of Optimization Theory and Applications, 165, 639, 2015.
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[55] Wu Zhen , zhangchenghui and wangguangchen. Maximum principles for partially observed mean-field stochastic systems with application to finan.... Proceedings of the 33rd Chinese Control Conference, 5357, 2014.
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[56] zhangchenghui and wangguangchen. Stochastic maximum principle for mean-field type optimal control under partial information . IEEE Transactions on Automatic Control, 59, 522, 2014.
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[57] Wu Zhen and wangguangchen. Maximum principles for forward-backward stochastic control systems with correlated state and obse.... SIAM Journal on Control and Optimization, 51, 491, 2013.
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[58] Wu Zhen and wangguangchen. Mean-variance hedging and forward-backward stochastic filtering equations. Abstract and Applied Analysis, 2011, 1, 2011.
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[59] wangguangchen. A kind of LQ non-zero sum differential game of backward stochastic differential equation with asy.... Automatica, 97, 346, 2018.