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Solution to Discrete-Time Linear FBSDEs with Application to Stochastic Control Problem - MaRDI portal

Solution to Discrete-Time Linear FBSDEs with Application to Stochastic Control Problem (Q4567023)

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scientific article; zbMATH DE number 6895939
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Solution to Discrete-Time Linear FBSDEs with Application to Stochastic Control Problem
scientific article; zbMATH DE number 6895939

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    Solution to Discrete-Time Linear FBSDEs with Application to Stochastic Control Problem (English)
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    27 June 2018
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