Linear-quadratic stochastic Stackelberg differential game with asymmetric information
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Computer Science
Link
http://link.springer.com/content/pdf/10.1007/s11432-016-0654-y.pdf
Reference18 articles.
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3. Meng Q X. A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information. Sci China Ser A-Math, 2009, 52: 1579–1588
4. Wu Z. A maximum principle for partially observed optimal control of forward-backward stochastic control systems. Sci China Inf Sci, 2010, 53: 2205–2214
5. Wang G C, Wu Z, Xiong J. A linear-quadratic optimal control problem of forward-backward stochastic differential equations with partial information. IEEE Trans Automa Control, 2015, 60: 2904–2916
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