A partial information linear-quadratic optimal control problem of backward stochastic differential equation with its applications
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Computer Science
Link
https://link.springer.com/content/pdf/10.1007/s11432-019-1473-3.pdf
Reference21 articles.
1. Dokuchaev N, Zhou X Y. Stochastic controls with terminal contingent conditions. J Math Anal Appl, 1999, 238: 143–165
2. Kohlmann M, Zhou X Y. Relationship between backward stochastic differential equations and stochastic controls: a linear-quadratic approach. SIAM J Control Opt, 2000, 38: 1392–1407
3. Lim A E B, Zhou X Y. Linear-quadratic control of backward stochastic differential equations. SIAM J Control Opt, 2001, 40: 450–474
4. Yu Z Y. Linear-quadratic optimal control and nonzero-sum differential game of forward-backward stochastic system. Asian J Control, 2012, 14: 173–185
5. Wu S, Wang G C. Optimal control problem of backward stochastic differential delay equation under partial information. Syst Control Lett, 2015, 82: 71–78
Cited by 12 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Linear quadratic stochastic optimal control with state- and control-dependent noises: A deterministic data approach;Neurocomputing;2024-03
2. A Class of Optimal Control Problems of Forward–Backward Systems with Input Constraint;Journal of Optimization Theory and Applications;2023-10-17
3. A Maximum Principle for Forward-Backward Stochastic Control Problem Under Partial Information;2023 42nd Chinese Control Conference (CCC);2023-07-24
4. Linear quadratic optimal control for time-delay stochastic system with partial information;International Journal of Systems Science;2023-06-20
5. Stochastic Linear-Quadratic Optimal Control with Partial Observation;SIAM Journal on Control and Optimization;2023-06-02
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3