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"Solution to Discrete-Time Linear FBSDEs with Application to Stochastic ..."

Juanjuan Xu, Lihua Xie, Huanshui Zhang (2017)

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DOI: 10.1109/TAC.2017.2719287

access: closed

type: Journal Article

metadata version: 2021-04-09

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Juanjuan Xu, Lihua Xie, Huanshui Zhang:
Solution to Discrete-Time Linear FBSDEs with Application to Stochastic Control Problem. IEEE Trans. Autom. Control. 62(12): 6602-6607 (2017)

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