Linear quadratic optimal control problems of delayed backward stochastic differential equations (Q2238967): Difference between revisions

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Latest revision as of 01:04, 27 July 2024

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Linear quadratic optimal control problems of delayed backward stochastic differential equations
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    Linear quadratic optimal control problems of delayed backward stochastic differential equations (English)
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    2 November 2021
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    linear quadratic optimal control
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    stochastic differential delayed equation
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    delayed backward stochastic differential equation
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    time-advanced stochastic differential delayed equation
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    delayed Riccati equation
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    delayed-advanced forward-backward stochastic differential equation
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