6 citations · 12 across the 8 of their papers we have counts for
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math.OC2015
Leader-Follower Stochastic Differential Game with Asymmetric Information and Applications
Jingtao Shi, Guangchen Wang, Jie Xiong
This paper is concerned with a leader-follower stochastic differential game with asymmetric information, where the information available to the follower is based on some sub--al…
math.OC2015★ 5 cited
An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation
Guangchen Wang, Hua Xiao, Guojing Xing
This article is concerned with an optimal control problem derived by mean-field forward-backward stochastic differential equation with noisy observation, where the drift coefficien…