Optimal control problems subject to forward and backward stochastic difference equations

DOI10.1002/ASJC.3592MaRDI QIDQ7299010zbMATH OpenFDO

Authors Xin Chen, Yue Yuan, Dongmei Yuan

Publication date 17 July 2026

Published in Asian Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/ASJC.3592

Mathematics Subject Classification ID

Optimality conditions for problems involving relations other than differential equations (49K21) Optimality conditions for problems involving randomness (49K45) Linear-quadratic optimal control problems (49N10) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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