An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations (Q1626521)
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scientific article; zbMATH DE number 6985480
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations |
scientific article; zbMATH DE number 6985480 |
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An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations (English)
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27 November 2018
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stochastic linear quadratic problem
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stochastic differential delayed equations
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forward-backward stochastic differential equations
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Hamiltonian system
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