Solution to the forward and backward stochastic difference equations with asymmetric information and application (Q2660811)
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scientific article; zbMATH DE number 7330167
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| English | Solution to the forward and backward stochastic difference equations with asymmetric information and application |
scientific article; zbMATH DE number 7330167 |
Statements
Solution to the forward and backward stochastic difference equations with asymmetric information and application (English)
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31 March 2021
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forward and backward stochastic difference equations
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analytical solution
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asymmetric information
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modified Riccati equation
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stochastic linear quadratic control problem
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0.8097980618476868
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0.8045582175254822
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0.8029710650444031
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0.7922489047050476
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