6 citations · 12 across the 8 of their papers we have counts for
Showing 2020Show all
2 papers · 1 filter
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.OC2020
A Linear-Quadratic Stackelberg Differential Game with Mixed Deterministic and Stochastic Controls
Jingtao Shi, Guangchen Wang
This paper is concerned with a linear-quadratic (LQ) leader-follower differential game with mixed deterministic and stochastic controls. In the game, the follower is a random contr…