Explicit solution to forward and backward stochastic differential equations with state delay and its application to optimal control
Tianfu Ma
Juanjuan Xu
Huanshui Zhang
Keywords：FBSDEsState delayAnalytical solutionDiscrete-time system
Publication Date：2022-08-05
Online Publishing Date：2025-08-15(First online date of this platform, not the publication date of the document)
Pages：13( 303-315 )