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math.OC2021
A Verification Theorem for Stackelberg Stochastic Differential Games in Feedback Information Pattern
Qi Huang. Jingtao Shi
This paper is concerned with a Stackelberg stochastic differential game on a finite horizon in feedback information pattern. A system of parabolic partial differential equations is…
math.OC2017
Maximum Principle of Forward-Backward Stochastic Differential System of Mean-Field Type with Observation Noise
Qingxin Meng, Qiuhong Shi, Maoning Tang
This paper is concerned with the partial information optimal control problem of mean-field type under partial observation, where the system is given by a controlled mean-field forw…