＜正＞This paper is concerned with a partial information control problem in which the controlled system is descri...
WANG Tianxiao~1,ZHU Qingfeng~(1,2),SHI Yufeng~1 1.School of Mathematics,Shandong University,Jinan 250100,P.R.China 2.School of Statistics and Mathematics,Shandong University of Finance,Jinan 250014,P.R.China
A general type of forward-backward doubly stochastic differential equations (FBDSDEs) is studied. It extends many important equations that have been well studied, including stochastic Hamiltonian systems. Under some much weaker monotonicity assumptions, the existence and uniqueness of measurable solutions are established with a method of continuation. Furthermore, the continuity and differentiability of the solutions to FBDSDEs depending on parameters is discussed.
＜正＞The partially observed control problem is considered for backward doubly stochastic systems with control en...
ZHU Qingfeng~(1,2),WANG Tianxiao~2,SHI Yufeng~2 1.School of Statistics and Mathematics,Shandong University of Finance,Jinan 250014,P.R.China 2.School of Mathematics,Shandong University,Jinan 250100,P.R.China
