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

https://doi.org/10.1109/tac.2015.2411871
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Linear-quadratic nonzero-sum differential game of backward stochastic differential equations
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The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information
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Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information
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Backward Stochastic Differential Equations in Finance
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Optimal Control of Stochastic Linear Distributed Parameter Systems
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On the Necessary Conditions of Optimal Controls for Stochastic Partial Differential Equations
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Partial Information Linear Quadratic Control for Jump Diffusions
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A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications
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Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps
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Maximum Principles for Forward-Backward Stochastic Control Systems with Correlated State and Observation Noises
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The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations
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Stochastic Differential Utility

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