The following pages link to Wencan Wang (Q2166429):
Displaying 9 items.
- A general linear quadratic stochastic control and information value (Q2166430) (← links)
- Linear quadratic control of backward stochastic differential equation with partial information (Q2242806) (← links)
- The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes (Q2320615) (← links)
- A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise (Q2698194) (← links)
- Optimal control of backward doubly stochastic system (Q5221107) (← links)
- Optimal control and stabilization for linear mean-field system with indefinite quadratic cost functional (Q6583295) (← links)
- Partially observed mean-field Stackelberg stochastic differential game with two followers (Q6605845) (← links)
- Indefinite linear-quadratic optimal control of mean-field stochastic differential equation with jump diffusion: an equivalent cost functional method (Q6667988) (← links)
- Indefinite linear quadratic control of mean-field backwardstochastic differential equation (Q6760298) (← links)
