An Introduction to Optimal Control of FBSDE with Incomplete Information

By Guangchen Wang, Zhen Wu, Jie-Yu Xiong. 2018

55 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/77ab8b03e4e7a4759e5f2c20c3b729d2e4f04a06