A partial information linear-quadratic optimal control problem of backward stochastic differential equation with its applications

An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications

(2019) Pengyan Huang et al.   Advances in Difference Equations

Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps

(2018) Heping Ma   EUROPEAN JOURNAL OF CONTROL

Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching

(2018) Shuaiqi Zhang et al.   Science China-Information Sciences

A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information

(2018) Guangchen Wang et al.   AUTOMATICA

Backward Mean-Field Linear-Quadratic-Gaussian (LQG) Games: Full and Partial Information

(2016) Jianhui Huang et al.   IEEE TRANSACTIONS ON AUTOMATIC CONTROL

A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information

(2015) Guangchen Wang et al.   IEEE TRANSACTIONS ON AUTOMATIC CONTROL

Optimal control problem of backward stochastic differential delay equation under partial information

(2015) Shuang Wu et al.   SYSTEMS & CONTROL LETTERS

Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations

(2013) Jiongmin Yong   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

Linear−quadratic optimal control and nonzero-sum differential game of forward−backward stochastic system

(2011) Zhiyong Yu   ASIAN JOURNAL OF CONTROL

A maximum principle for partially observed optimal control of forward-backward stochastic control systems

(2010) Zhen Wu   Science China-Information Sciences

A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications

(2009) Jianhui Huang et al.   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

Mean-field backward stochastic differential equations and related partial differential equations

(2009) Rainer Buckdahn et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS