Forward-backward linear quadratic stochastic optimal control problem with delay
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Publication:450791
DOI10.1016/j.sysconle.2012.02.010zbMath1250.93125OpenAlexW1974638344MaRDI QIDQ450791
Jianhui Huang, Xun Li, Jing-Tao Shi
Publication date: 14 September 2012
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2012.02.010
stochastic optimal controlstochastic differential delayed equationtime-inconsistentanticipated backward stochastic differential equationlinear quadratic controlstochastic delayed system
Feedback control (93B52) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
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