wangguangchen
Professor
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Paper Publications
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[1] 王光臣. Indefinite linear-quadratic optimal control of mean-field stochastic differential equation with j.... IEEE Transactions on Automatic Control, 1-14, 2024.
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[2] 王光臣. Value iteration algorithm for continuous-time linear quadratic stochastic optimal control problem.... SCIENCE CHINA-Information Sciences, 67, 2024.
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[3] 聂盼盼. Necessary and Sufficient Conditions for Pareto Optimal Solution of Backward Stochastic System wit.... IEEE Transactions on Automatic Control, 1-15, 2023.
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[4] 王光臣. Robust Optimal Control of Bi-Objective Linear-Quadratic System With Noisy Observation. IEEE Transactions on Automatic Control, 1-6, 2023.
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[5] . Linear-quadratic optimal control for time-delay stochastic system with recursive utility under fu.... Automatica, 121, 2020.
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[6] 陈田. Linear-quadratic optimal control for partially observed forward-backward stochastic systems with .... SCIENCE CHINA-Information Sciences, 65, 2022.
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[7] Huang, Jianhui. A general linear quadratic stochastic control and information value. Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS, 516, 2022.
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[8] 王光臣. Linear quadratic control of backward stochastic differential equation with partial information. Applied Mathematics and Computation (New York), 403, 2021.
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[9] 王光臣. A maximum principle for mean-field stochastic control system with noisy observation. Automatica, 2022.
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[10] 史敬涛. Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information*. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 26, 2020.
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[11] Li, Na. Linear-quadratic optimal control for time-delay stochastic system with recursive utility under fu.... Automatica, 121, 2020.
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[12] 王光臣. An asymmetric information mean-field type linear-quadratic stochastic Stackelberg differential ga.... OPTIMAL CONTROL APPLICATIONS & METHODS , 41, 1034, 2020.
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[13] 王光臣. Time inconsistent asset-liability management with partial information. Systems and Control Letters, 140, 2020.
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[14] 黄鹏琰. An asymmetric information non-zero sum differential game of mean-field backward stochastic differ.... Advances in Difference Equations, 2019.
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[15] 王光臣. Mean-field backward stochastic differential equation with non-Lipschitz coefficient. Asian journal of control, 22, 1986, 2020.
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[16] 王光臣. A Mean-Field Linear-Quadratic Stochastic Stackelberg Differential Game with one Leader and Two Fo.... journal of Systems Science and Complexity, 33, 1383, 2020.
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[17] wangguangchen and xingguojing. An optimal control problem for mean-field forward-backward stochastic differential equation with .... Automatica, 86, 104, 2017.
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[18] wangguangchen. Partially observable stochastic optimal control. International Journal of Numerical Analysis and Modeling, 13, 493, 2016.
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[19] wangguangchen. A kind of LQ non-zero sum differential game of backward stochastic differential equation with asy.... Automatica, 97, 346, 2018.
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[20] wangguangchen and 吴霜. Optimal control problem of backward stochastic differential delay equation under partial informat.... systems & control letters, 82, 71, 2015.