Explicit solution to forward and backward stochastic differential equations with state delay and its application to optimal control
type: Item
instance of: scholarly article
title: Explicit solution to forward and backward stochastic differential equations with state delay and its application to optimal control
zbMATH Open document ID: 1500.93148
author: Tianfu Ma
author: Juanjuan Xu
author: Huanshui Zhang
published in: Control Theory and Technology
publication date: 2022-10-06T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 93C43
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 7597213
zbMATH Keywords: FBSDEs
zbMATH Keywords: state delay
zbMATH Keywords: analytical solution
zbMATH Keywords: discrete-time system
MaRDI profile type: Publication
full work available at URL: s11768-022-00106-x
OpenAlex ID: W4291512479
Wikidata QID: Q115377799
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DOI: 10.1007/S11768-022-00106-X
description: scientific article; zbMATH DE number 7597213