"A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic ..."

Guangchen Wang, Zhen Wu, Jie Xiong (2015)

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DOI: 10.1109/TAC.2015.2411871

access: closed

type: Journal Article

metadata version: 2020-10-26

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Guangchen Wang, Zhen Wu, Jie Xiong:
A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information. IEEE Trans. Autom. Control. 60(11): 2904-2916 (2015)

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