Jianhui Huang

Learn More
This paper studies the partial information control problems of backward stochastic systems. There are three major contributions made in this paper: (i) First, we obtain a new stochas-tic maximum principle for partial information control problems. Our method relies on a direct calculation of the derivative of the cost functional. (ii) Second, we introduce(More)
A new approach to study the indefinite stochastic linear quadratic (LQ) optimal control problems, which we called the " equivalent cost functional method " , is introduced by Yu [15] in the setup of Hamiltonian system. On the other hand, another important issue along this research direction, is the possible state feedback representation of optimal control(More)