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
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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