1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.OC2024
Indefinite linear quadratic control of mean-field backwardstochastic differential equation
Wencan Wang, Huanjun Zhang
This paper is concerned with a general linear quadratic (LQ) control problem of mean-field backward stochastic differential equation (BSDE). Here, the weighting matrices in the cos…
math.OC2021
Indefinite linear-quadratic optimal control of mean-field stochastic differential equation with jump diffusion: an equivalent cost functional method
Guangchen Wang, Wencan Wang
In this paper, we consider a linear-quadratic optimal control problem of mean-field stochastic differential equation with jump diffusion, which is also called as an MF-LQJ problem.…
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…