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most citedLinear Quadratic Control of Backward Stochastic Differential Equation with Partial Information

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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…