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报告摘要:
This talk is concerned with an LQ optimal control problemderived by FBSDEs under partial information. Combining a backward separationapproach with stochastic filtering, two optimality conditions and a feedbackoptimal control are derived. Closed-form optimal solutions are obtained in somedetailed cases. A recursive utility problem is explicitly solved by thetheoretical results obtained.
视频： 摄影： 撰写：陆未谷 信息员：陆未谷 编辑：段然
