Linear Quadratic Control of Backward Stochastic Differential Equation with Partial Information
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Publication:6356115
DOI10.1016/J.AMC.2021.126164zbMath1510.93372arXiv2012.08032WikidataQ114210995 ScholiaQ114210995MaRDI QIDQ6356115
Guangchen Wang, Wencan Wang, Zhi-Guo Yan
Publication date: 14 December 2020
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
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