An Introduction to Optimal Control of FBSDE with Incomplete Information - SpringerBriefs in Mathematics
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9783319790381, 9783319790398

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LQ Optimal Control Models with Incomplete Information

An Introduction to Optimal Control of FBSDE with Incomplete Information - SpringerBriefs in Mathematics ◽

10.1007/978-3-319-79039-8_5 ◽

2018 ◽

pp. 75-96

Author(s):

Guangchen Wang ◽

Zhen Wu ◽

Jie Xiong

Keyword(s):

Optimal Control ◽

Incomplete Information ◽

Control Models ◽

Lq Optimal Control

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Filtering of BSDE and FBSDE

An Introduction to Optimal Control of FBSDE with Incomplete Information - SpringerBriefs in Mathematics ◽

10.1007/978-3-319-79039-8_2 ◽

2018 ◽

pp. 27-40

Author(s):

Guangchen Wang ◽

Zhen Wu ◽

Jie Xiong

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Introduction

An Introduction to Optimal Control of FBSDE with Incomplete Information - SpringerBriefs in Mathematics ◽

10.1007/978-3-319-79039-8_1 ◽

2018 ◽

pp. 1-25

Author(s):

Guangchen Wang ◽

Zhen Wu ◽

Jie Xiong

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Optimal Control of Fully Coupled FBSDE with Partial Information

An Introduction to Optimal Control of FBSDE with Incomplete Information - SpringerBriefs in Mathematics ◽

10.1007/978-3-319-79039-8_3 ◽

2018 ◽

pp. 41-58 ◽

Cited By ~ 1

Author(s):

Guangchen Wang ◽

Zhen Wu ◽

Jie Xiong

Keyword(s):

Optimal Control ◽

Partial Information ◽

Fully Coupled

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Optimal Control of FBSDE with Partially Observable Information

An Introduction to Optimal Control of FBSDE with Incomplete Information - SpringerBriefs in Mathematics ◽

10.1007/978-3-319-79039-8_4 ◽

2018 ◽

pp. 59-74

Author(s):

Guangchen Wang ◽

Zhen Wu ◽

Jie Xiong

Keyword(s):

Optimal Control ◽

Partially Observable

Download Full-text

An Introduction to Optimal Control of FBSDE with Incomplete Information - SpringerBriefs in MathematicsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

LQ Optimal Control Models with Incomplete Information

Filtering of BSDE and FBSDE

Introduction

Optimal Control of Fully Coupled FBSDE with Partial Information

Optimal Control of FBSDE with Partially Observable Information

An Introduction to Optimal Control of FBSDE with Incomplete Information - SpringerBriefs in Mathematics
Latest Publications