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A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information
13 references·4 citing·36 second hop
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this work references cited by second hop

References

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  • 2007Forward-Backward Stochastic Differential Equations and their Applications675 cited
  • 1999Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control494 cited
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  • 1983Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions177 cited
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Cited by

  • 2017Linear-quadratic stochastic Stackelberg differential game with asymmetric information

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51 cited
  • 2012Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations35 cited
  • 2016Linear‐Quadratic Optimal Control Problem for Partially Observed Forward‐Backward Stochastic Differential Equations of Mean‐Field Type29 cited
  • 2016Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type23 cited