Forward-backward linear quadratic stochastic optimal control problem with delay (Q450791)
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scientific article; zbMATH DE number 6082656
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| English | Forward-backward linear quadratic stochastic optimal control problem with delay |
scientific article; zbMATH DE number 6082656 |
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Forward-backward linear quadratic stochastic optimal control problem with delay (English)
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14 September 2012
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stochastic optimal control
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stochastic differential delayed equation
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anticipated backward stochastic differential equation
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stochastic delayed system
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linear quadratic control
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time-inconsistent
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0.9189332127571106
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0.9004063010215759
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0.8703564405441284
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0.8633101582527161
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