Guangchen Wang

Available identifiers

zbMath Open wang.guangchenMaRDI QIDQ554966

List of research outcomes

Publication	Date of Publication	Type
Necessary and Sufficient Conditions for Pareto Optimal Solution of Backward Stochastic System With Application	2024-01-26	Paper
A kind of linear‐quadratic Pareto cooperative differential game with partial information	2023-10-25	Paper
A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise	2023-04-21	Paper
A general linear quadratic stochastic control and information value	2022-08-24	Paper
LQ control of forward and backward stochastic difference system	2022-06-13	Paper
A maximum principle for mean-field stochastic control system with noisy observation	2022-01-31	Paper
Linear quadratic control of backward stochastic differential equation with partial information	2021-11-10	Paper
An asymmetric information mean‐field type linear‐quadratic stochastic Stackelberg differential game with one leader and two followers	2021-07-22	Paper
Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information	2021-03-17	Paper
A mean-field linear-quadratic stochastic Stackelberg differential game with one leader and two followers	2021-01-22	Paper
Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information	2020-10-05	Paper
Time inconsistent asset-liability management with partial information	2020-06-15	Paper
An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications	2019-06-24	Paper
A new optimal portfolio selection model with owner-occupied housing	2019-03-20	Paper
A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information	2019-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q4640740	2018-05-25	Paper
An Introduction to Optimal Control of FBSDE with Incomplete Information	2018-04-23	Paper
An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation	2017-11-17	Paper
Maximum Principles for a Class of Partial Information Risk-Sensitive Optimal Controls	2017-08-25	Paper
A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications	2017-08-25	Paper
The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information	2017-08-08	Paper
A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information	2017-05-16	Paper
Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information	2017-05-16	Paper
A Nonzero Sum Differential Game of BSDE With Time-Delayed Generator and Applications	2017-05-03	Paper
https://portal.mardi4nfdi.de/entity/Q3187139	2016-08-15	Paper
Leader-follower stochastic differential game with asymmetric information and applications	2015-12-23	Paper
Optimal control problem of backward stochastic differential delay equation under partial information	2015-12-21	Paper
Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance	2015-06-05	Paper
A necessary condition for optimal control of~initial coupled forward-backward stochastic differential equations with~partial information	2014-07-15	Paper
A kind of linear quadratic non-zero sum differential game of backward stochastic differential equation with asymmetric information	2014-07-01	Paper
Maximum Principles for Forward-Backward Stochastic Control Systems with Correlated State and Observation Noises	2013-05-16	Paper
A partial information non-zero sum differential game of backward stochastic differential equations with applications	2013-03-12	Paper
Optimal premium policy of an insurance firm: full and partial information	2012-02-10	Paper
Mean-variance hedging and forward-backward stochastic differential filtering equations	2011-10-27	Paper
\(H_{\infty}\) estimation for a class of Lipschitz nonlinear discrete-time systems with time delay	2011-07-22	Paper
Near-optimal control for stochastic recursive problems	2011-04-08	Paper
The Filtering Equations of Forward-Backward Stochastic Systems with Random Jumps and Applications to Partial Information Stochastic Optimal Control	2011-01-13	Paper
A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications	2010-08-16	Paper
Near-optimal control problems for linear forward-backward stochastic systems	2010-07-13	Paper
https://portal.mardi4nfdi.de/entity/Q3571630	2010-07-08	Paper
https://portal.mardi4nfdi.de/entity/Q3573890	2010-07-08	Paper
General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance	2009-11-04	Paper
https://portal.mardi4nfdi.de/entity/Q5319044	2009-07-22	Paper
Stochastic Maximum Principle for a Kind of Risk-sensitive Optimal Control Problem and Application to Portfolio Choice	2008-11-24	Paper
https://portal.mardi4nfdi.de/entity/Q3516594	2008-08-06	Paper
Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems	2008-04-15	Paper
https://portal.mardi4nfdi.de/entity/Q5453066	2008-04-04	Paper
https://portal.mardi4nfdi.de/entity/Q5453067	2008-04-04	Paper
https://portal.mardi4nfdi.de/entity/Q5431239	2007-12-07	Paper

Research outcomes over time

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This page was built for person: Guangchen Wang