A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information
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Cited in
(24)- Delayed stochastic linear-quadratic control problem and related applications
- Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information
- Linear quadratic optimal control problems of delayed backward stochastic differential equations
- Linear quadratic control of backward stochastic differential equation with partial information
- An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information
- scientific article; zbMATH DE number 4200125 (Why is no real title available?)
- scientific article; zbMATH DE number 4137696 (Why is no real title available?)
- Forward-backward linear quadratic stochastic optimal control problem with delay
- Optimal control problem for risk-sensitive Mean-field stochastic delay differential equation with partial information
- Stochastic control with delayed information and related nonlinear master equation
- A backward stochastic delayed control problem with partial information
- Stochastic Linear-Quadratic Optimal Control with Partial Observation
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- Rational expectations: an approach of anticipated linear-quadratic social optima
- Stochastic linear-quadratic mean-field games of controls for delayed systems with jump diffusion
- A stochastic maximum principle for partially observed stochastic control systems with delay
- Optimal control problem of backward stochastic differential delay equation under partial information
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