Wang, Wencan

1. Linear Quadratic Control of Backward Stochastic Differential Equation with Partial Information
   2020/12/15 by Guangchen Wang, Wang, Guangchen, Wencan Wang +3 · 3 citations
   Economics, Econometrics and Finance · Social Sciences · #Climate Change Policy and Economics #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Optimization and Control (math.OC) #Stochastic processes and financial applications
2. Indefinite linear-quadratic optimal control of mean-field stochastic differential equation with jump diffusion: an equivalent cost functional method
   2021/11/17 by Guangchen Wang, Wang, Guangchen, Wencan Wang +1 · 1 citation
   Economics, Econometrics and Finance · Physics and Astronomy · Engineering · #Stochastic processes and financial applications #Advanced Thermodynamics and Statistical Mechanics #Fluid Dynamics and Turbulent Flows