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Solvability of general fully coupled forward–backward stochastic difference equations with delay and applications - MaRDI portal

Solvability of general fully coupled forward–backward stochastic difference equations with delay and applications (Q6180268)

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scientific article; zbMATH DE number 7791465
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English
Solvability of general fully coupled forward–backward stochastic difference equations with delay and applications
scientific article; zbMATH DE number 7791465

    Statements

    Solvability of general fully coupled forward–backward stochastic difference equations with delay and applications (English)
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    19 January 2024
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    exponentially stabilizable
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    forward-backward stochastic difference equations
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    infinite horizon
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    stochastic optimal control
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    time delay
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