A stackelberg game of backward stochastic differential equations with partial information

Yueyang Zheng;  ; Jingtao Shi

doi:10.3934/mcrf.2020047

A stackelberg game of backward stochastic differential equations with partial information

Mathematical Control & Related Fields ◽

10.3934/mcrf.2020047 ◽

2019 ◽

Vol 0 (0) ◽

pp. 0-0

Author(s):

Yueyang Zheng ◽

◽

Jingtao Shi

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Partial Information ◽

Stackelberg Game ◽

Backward Stochastic Differential Equations

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A Linear Quadratic Stackelberg Game of Backward Stochastic Differential Equations with Partial Information

2020 39th Chinese Control Conference (CCC) ◽

10.23919/ccc50068.2020.9189372 ◽

2020 ◽

Author(s):

Yueyang Zheng ◽

Jingtao Shi

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Partial Information ◽

Stackelberg Game ◽

Backward Stochastic Differential Equations ◽

Linear Quadratic

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Optimal control problems of mean-field forward-backward stochastic differential equations with partial information

2013 25th Chinese Control and Decision Conference (CCDC) ◽

10.1109/ccdc.2013.6561841 ◽

2013 ◽

Author(s):

Zuo Shanshan ◽

Min Hui

Keyword(s):

Optimal Control ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Optimal Control Problems ◽

Partial Information ◽

Mean Field ◽

Backward Stochastic Differential Equations ◽

Control Problems

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Maximum Principles of Markov Regime-Switching Forward–Backward Stochastic Differential Equations with Jumps and Partial Information

Journal of Optimization Theory and Applications ◽

10.1007/s10957-017-1144-x ◽

2017 ◽

Vol 175 (2) ◽

pp. 373-410 ◽

Cited By ~ 6

Author(s):

Olivier Menoukeu Pamen

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Regime Switching ◽

Partial Information ◽

Backward Stochastic Differential Equations ◽

Maximum Principles ◽

Markov Regime Switching

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A necessary condition for optimal control of initial coupled forward-backward stochastic differential equations with partial information

Journal of Applied Mathematics and Computing ◽

10.1007/s12190-010-0438-z ◽

2010 ◽

Vol 37 (1-2) ◽

pp. 347-359 ◽

Cited By ~ 6

Author(s):

Hua Xiao ◽

Guangchen Wang

Keyword(s):

Optimal Control ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Partial Information ◽

Backward Stochastic Differential Equations ◽

Necessary Condition

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

IEEE Transactions on Automatic Control ◽

10.1109/tac.2015.2411871 ◽

2015 ◽

Vol 60 (11) ◽

pp. 2904-2916 ◽

Cited By ~ 34

Author(s):

Guangchen Wang ◽

Zhen Wu ◽

Jie Xiong

Keyword(s):

Optimal Control ◽

Differential Equations ◽

Optimal Control Problem ◽

Control Problem ◽

Stochastic Differential Equations ◽

Partial Information ◽

Backward Stochastic Differential Equations ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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A Stackelberg Game of Backward Stochastic Differential Equations with Applications

Dynamic Games and Applications ◽

10.1007/s13235-019-00341-z ◽

2019 ◽

Vol 10 (4) ◽

pp. 968-992 ◽

Cited By ~ 2

Author(s):

Yueyang Zheng ◽

Jingtao Shi

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Stackelberg Game ◽

Backward Stochastic Differential Equations

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

Automatica ◽

10.1016/j.automatica.2011.11.010 ◽

2012 ◽

Vol 48 (2) ◽

pp. 342-352 ◽

Cited By ~ 47

Author(s):

Guangchen Wang ◽

Zhiyong Yu

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Differential Game ◽

Partial Information ◽

Backward Stochastic Differential Equations ◽

Zero Sum

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Partial information LQ optimal control of backward stochastic differential equations

Proceedings of the 10th World Congress on Intelligent Control and Automation ◽

10.1109/wcica.2012.6358150 ◽

2012 ◽

Cited By ~ 1

Author(s):

Guangchen Wang ◽

Zhen Wu ◽

Jie Xiong

Keyword(s):

Optimal Control ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Partial Information ◽

Backward Stochastic Differential Equations ◽

Lq Optimal Control

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Mean-Field Backward Stochastic Differential Equations Driven by Fractional Brownian Motion

Acta Mathematica Sinica English Series ◽

10.1007/s10114-021-0002-9 ◽

2021 ◽

Vol 37 (7) ◽

pp. 1156-1170

Author(s):

Yu Feng Shi ◽

Jia Qiang Wen ◽

Jie Xiong

Keyword(s):

Brownian Motion ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Fractional Brownian Motion ◽

Mean Field ◽

Backward Stochastic Differential Equations

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Mean-field backward stochastic differential equations driven by G-Brownian motion with uniformly continuous coefficients

Applicable Analysis ◽

10.1080/00036811.2021.1877686 ◽

2021 ◽

pp. 1-23

Author(s):

Shengqiu Sun

Keyword(s):

Brownian Motion ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Mean Field ◽

Backward Stochastic Differential Equations ◽

Uniformly Continuous

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