References

• 2010Maximum principle for the stochastic optimal control problem with delay and application225 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
• 1993On the Necessary Conditions of Optimal Controls for Stochastic Partial Differential Equations121 cited
• 2011Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations113 cited
• 2013Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information111 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
• 2012Forward–backward linear quadratic stochastic optimal control problem with delay59 cited
• 2017Linear-quadratic stochastic Stackelberg differential game with asymmetric information51 cited
• 2015Optimal control problem of backward stochastic differential delay equation under partial information31 cited
• 2018Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching