Solution to Delayed Forward and Backward Stochastic Difference Equations and Its Applications

DOI10.1109/TAC.2020.2996236MaRDI QIDQ4990193zbMATH OpenOpenAlexFDO

Authors Juanjuan Xu, Wei Wang, Huanshui Zhang

Publication date 28 May 2021

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2020.2996236

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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• Convergence rate comparison of two data-driven algorithms to stochastic LQR problems

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