Explicit solution to forward and backward stochastic differential equations with state delay and its application to optimal control (Q2089111)
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scientific article; zbMATH DE number 7597213
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| English | Explicit solution to forward and backward stochastic differential equations with state delay and its application to optimal control |
scientific article; zbMATH DE number 7597213 |
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Explicit solution to forward and backward stochastic differential equations with state delay and its application to optimal control (English)
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6 October 2022
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FBSDEs
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state delay
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analytical solution
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discrete-time system
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