LQ optimal control of BSDE with initial value constraint under partial information

DOI10.1007/S11424-025-4407-XMaRDI QIDQ6865857zbMATH OpenFDO

Authors Jiaye Yao, Jingmei Liu, Juanjuan Xu

Publication date 30 January 2026

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11424-025-4407-X

zbMATH Keywords

backward stochastic differential equation (BSDE)initial value constraintlinear quadratic (LQ) optimal controlpartial information

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10)

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