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

Title
A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information
Authors
Keywords
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Journal
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
Volume 60, Issue 11, Pages 2904-2916
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Online
2015-03-12
DOI
10.1109/tac.2015.2411871

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