A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information

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

Abstract

Abstract is missing.