Explicit solution to forward and backward stochastic differential equations with state delay and its application to optimal control (Q2089111)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Explicit solution to forward and backward stochastic differential equations with state delay and its application to optimal control |
scientific article; zbMATH DE number 7597213
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit solution to forward and backward stochastic differential equations with state delay and its application to optimal control |
scientific article; zbMATH DE number 7597213 |
Statements
Explicit solution to forward and backward stochastic differential equations with state delay and its application to optimal control (English)
0 references
6 October 2022
0 references
FBSDEs
0 references
state delay
0 references
analytical solution
0 references
discrete-time system
0 references
0 references
0 references
0 references
0 references
0 references
0 references
