FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays (Q2124484)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays |
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FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays (English)
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11 April 2022
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forward-backward stochastic differential equation
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stochastic linear-quadratic problem
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stochastic optimal control
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infinite horizon
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stochastic differential delay equation
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