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SCIENCE CHINA Information Sciences
SCIENCE CHINA Information Sciences, Volume 63 , Issue 9 : 192204(2020) https://doi.org/10.1007/s11432-019-1473-3

A partial information linear-quadratic optimal control problem of backward stochastic differential equation with its applications

Pengyan HUANG , Guangchen WANG *, Huanjun ZHANG
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  • ReceivedMay 30, 2019
  • AcceptedJul 10, 2019
  • PublishedJul 28, 2020
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Abstract


Acknowledgment

This work was supported in part by National Natural Science Foundation of China (Grant Nos. 11371228, 61821004, 61633015). The authors would like to thank the anonymous referees for their valuable comments, which led to a much better version of this paper.


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