1 citations · 1 across the 2 of their papers we have counts for
3 papers
math.OC2022
Model-free Value Iteration Algorithm for Continuous-time Stochastic Linear Quadratic Optimal Control Problems
Guangchen Wang, Heng Zhang
This paper presents a novel value iteration (VI) algorithm for finding the optimal control for a kind of infinite-horizon stochastic linear quadratic (SLQ) problem with unknown sys…
math.OC2020★ 1 cited
Linear Quadratic Control of Backward Stochastic Differential Equation with Partial Information
Guangchen Wang, Wencan Wang, Zhiguo Yan
In this paper, we study an optimal control problem of linear backward stochastic differential equation (BSDE) with quadratic cost functional under partial information. This problem…
math.OC2018
Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information
Jingtao Shi, Guangchen Wang, Jie Xiong
This paper is concerned with the stochastic linear quadratic Stackelberg differential game with overlapping information, where the diffusion terms contain the control and state var…