References

• 2009Mean-field backward stochastic differential equations and related partial differential equations342 cited
• 1998The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations169 cited
• 2009The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information129 cited
• 2009Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps125 cited
• 2013Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information111 cited
• 2007Mean‐Variance Portfolio Selection under Partial Information108 cited
• 2009A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications103 cited
• 2012A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model and Its Application to Finance100 cited
• 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
• 2008Kalman–Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems75 cited
• 2010A maximum principle for partially observed optimal control of forward-backward stochastic control systems65 cited
• 2018An Introduction to Optimal Control of FBSDE with Incomplete Information