Solution to Delayed FBSDEs and Application to Stochastic LQ Problem with Input Delay
Xu, Juanjuan, Zhang, HuanshuiYear:
2017
Language:
english
Journal:
IEEE Transactions on Circuits and Systems II: Express Briefs
DOI:
10.1109/tcsii.2017.2734653
File:
PDF, 223 KB
english, 2017