FBSDEs approach for solving discrete-time rational expectations model with state delays
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Publication:6575868
DOI10.1109/TAC.2023.3328513zbMATH Open1546.60119MaRDI QIDQ6575868FDOQ6575868
Juanjuan Xu, Tianfu Ma, Wei Wang, Huanshui Zhang
Publication date: 21 July 2024
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Control/observation systems governed by partial differential equations (93C20) Stochastic systems in control theory (general) (93E03)
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