Results 251 to 260 of about 57,660 (268)

A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information

IEEE Transactions on Automatic Control, 2015
Guangchen Wang, Zhen Wu, Jie Xiong
exaly  

Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions

SIAM Journal on Control and Optimization, 2010
Jiongmin Yong
exaly  

A New Kind of Accurate Numerical Method for Backward Stochastic Differential Equations

SIAM Journal of Scientific Computing, 2006
Weidong Zhao
exaly  

A partial information non-zero sum differential game of backward stochastic differential equations with applications

Automatica, 2012
Zhiyong Yu
exaly  

Linear-Quadratic Control of Backward Stochastic Differential Equations

SIAM Journal on Control and Optimization, 2001
Andrew Eb Lim, Xun Yu Zhou
exaly  

Zero-sum stochastic differential games and backward equations

Systems and Control Letters, 1995
exaly  

Backward stochastic differential equations and applications to optimal control

Applied Mathematics and Optimization, 1993
Huilin Zhang
exaly  

Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients

Stochastic Processes and Their Applications, 1995
Xuerong Mao
exaly  

Backward equations, stochastic control and zero-sum stochastic differential games

Stochastic and Stochastics Reports, 1995
exaly  

Backward stochastic differential equations with jumps and related non-linear expectations

Stochastic Processes and Their Applications, 2006
exaly