Linear quadratic optimal control problems of delayed backward stochastic differential equations (Q2238967)
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scientific article; zbMATH DE number 7418987
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| English | Linear quadratic optimal control problems of delayed backward stochastic differential equations |
scientific article; zbMATH DE number 7418987 |
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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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0.9670973
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