The following pages link to Guangchen Wang (Q554966):
Displaying 49 items.
- \(H_{\infty}\) estimation for a class of Lipschitz nonlinear discrete-time systems with time delay (Q554967) (← links)
- Mean-variance hedging and forward-backward stochastic differential filtering equations (Q642699) (← links)
- Optimal premium policy of an insurance firm: full and partial information (Q661239) (← links)
- A new optimal portfolio selection model with owner-occupied housing (Q670831) (← links)
- Optimal control problem of backward stochastic differential delay equation under partial information (Q899124) (← links)
- Leader-follower stochastic differential game with asymmetric information and applications (Q901174) (← links)
- Near-optimal control problems for linear forward-backward stochastic systems (Q983952) (← links)
- (Q1035874) (redirect page) (← links)
- General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance (Q1035875) (← links)
- An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (Q1678616) (← links)
- A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information (Q1716549) (← links)
- A partial information non-zero sum differential game of backward stochastic differential equations with applications (Q1941256) (← links)
- Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information (Q2003808) (← links)
- A maximum principle for mean-field stochastic control system with noisy observation (Q2071981) (← links)
- A general linear quadratic stochastic control and information value (Q2166430) (← links)
- Time inconsistent asset-liability management with partial information (Q2189144) (← links)
- A mean-field linear-quadratic stochastic Stackelberg differential game with one leader and two followers (Q2220415) (← links)
- Linear quadratic control of backward stochastic differential equation with partial information (Q2242806) (← links)
- A necessary condition for optimal control of~initial coupled forward-backward stochastic differential equations with~partial information (Q2251741) (← links)
- Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance (Q2347578) (← links)
- An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications (Q2424363) (← links)
- Near-optimal control for stochastic recursive problems (Q2430960) (← links)
- Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems (Q2481925) (← links)
- A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise (Q2698194) (← links)
- A Nonzero Sum Differential Game of BSDE With Time-Delayed Generator and Applications (Q2980503) (← links)
- A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information (Q2982507) (← links)
- Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information (Q2983281) (← links)
- The Filtering Equations of Forward-Backward Stochastic Systems with Random Jumps and Applications to Partial Information Stochastic Optimal Control (Q3068100) (← links)
- (Q3187139) (← links)
- (Q3516594) (← links)
- Stochastic Maximum Principle for a Kind of Risk-sensitive Optimal Control Problem and Application to Portfolio Choice (Q3538147) (← links)
- (Q3571630) (← links)
- (Q3573890) (← links)
- A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications (Q3581014) (← links)
- An Introduction to Optimal Control of FBSDE with Incomplete Information (Q4637496) (← links)
- (Q4640740) (← links)
- Maximum Principles for Forward-Backward Stochastic Control Systems with Correlated State and Observation Noises (Q4920269) (← links)
- The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information (Q4974597) (← links)
- Maximum Principles for a Class of Partial Information Risk-Sensitive Optimal Controls (Q4978849) (← links)
- A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications (Q4978895) (← links)
- An asymmetric information mean‐field type linear‐quadratic stochastic Stackelberg differential game with one leader and two followers (Q5003631) (← links)
- (Q5319044) (← links)
- (Q5431239) (← links)
- (Q5453066) (← links)
- (Q5453067) (← links)
- Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information (Q5854375) (← links)
- LQ control of forward and backward stochastic difference system (Q5865445) (← links)
- A kind of linear‐quadratic Pareto cooperative differential game with partial information (Q6081005) (← links)
- Necessary and Sufficient Conditions for Pareto Optimal Solution of Backward Stochastic System With Application (Q6142400) (← links)
