Fully coupled forward-backward stochastic functional differential equations and applications to quadratic optimal control (Q2661843)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fully coupled forward-backward stochastic functional differential equations and applications to quadratic optimal control |
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Fully coupled forward-backward stochastic functional differential equations and applications to quadratic optimal control (English)
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8 April 2021
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forward-backward stochastic functional differential equation
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functional stochastic system
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generalized anticipated backward stochastic differential equation
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quadratic optimal control
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stochastic functional differential equation
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