Linear quadratic control of backward stochastic differential equation with partial information

• A linear quadratic problem of BSDE under partial information is solved completely. different decoupling technique used to solve stochastic Hamiltonian system. feedback representation optimal control obtained. An explicit formula cost established. solvability with filtering first studied. In this paper, we study an backward differential equation (BSDE) functional information. This completely and explicitly by using a maximum principle technique. terms the principle, system, which forward-backward (FBSDE) filtering, By three Riccati equations, (SDE) are derived. We then get control. for corresponding also As illustrative examples, consider two special scalar-valued problems give some numerical simulations.