Solvability of general fully coupled forward–backward stochastic difference equations with delay and applications
DOI10.1002/OCA.3023MaRDI QIDQ6180268FDOQ6180268
Authors: Teng Song 
Publication date: 19 January 2024
Published in: Optimal Control Applications \& Methods (Search for Journal in Brave)
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Linear-quadratic optimal control problems (49N10) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20) Stochastic difference equations (39A50)
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