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Linear–quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information
16 references·1 citing·37 second hop
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References

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  • 1995Solution of forward-backward stochastic differential equations402 cited
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  • 2012ANTICIPATED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 1203 cited
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  • 2008Kalman–Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems

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75 cited
  • 2012Forward–backward linear quadratic stochastic optimal control problem with delay59 cited
  • 2018An Introduction to Optimal Control of FBSDE with Incomplete Information54 cited
  • Cited by

    • 2022Sufficient Maximum Principle for Stochastic Optimal Control Problems with General Delays19 cited