Fully Coupled Forward-Backward Stochastic Functional Differential Equations and Applications to Quadratic Optimal Control

XU Xiaoming

Journal of Systems Science & Complexity ›› 2020, Vol. 33 ›› Issue (6) : 1886-1902.

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Journal of Systems Science & Complexity ›› 2020, Vol. 33 ›› Issue (6) : 1886-1902. DOI: 10.1007/s11424-020-9027-x

Fully Coupled Forward-Backward Stochastic Functional Differential Equations and Applications to Quadratic Optimal Control

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2020, 33(6): 1886-1902 https://doi.org/10.1007/s11424-020-9027-x

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