Linear quadratic optimal control problems of delayed backward stochastic differential equations (Q2238967)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear quadratic optimal control problems of delayed backward stochastic differential equations |
scientific article |
Statements
Linear quadratic optimal control problems of delayed backward stochastic differential equations (English)
0 references
2 November 2021
0 references
linear quadratic optimal control
0 references
stochastic differential delayed equation
0 references
delayed backward stochastic differential equation
0 references
time-advanced stochastic differential delayed equation
0 references
delayed Riccati equation
0 references
delayed-advanced forward-backward stochastic differential equation
0 references
