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The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations

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2013Maximum Principles for Forward-Backward Stochastic Control Systems with Correlated State and Observation Noises98 cited
2015A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information92 cited

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2008

Kalman–Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems

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1999Open Problems on Backward Stochastic Differential Equations53 cited

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2011Strong solution of backward stochastic partial differential equations in C 2 domains50 cited

2009A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information46 cited

2017Mean-field-type games45 cited