Establishes necessary and sufficient solvability conditions for linear FBSΔEs and existence/uniqueness theorems for nonlinear FBSΔEs under monotone coefficients on finite-state discrete-time spaces.
Title resolution pending
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
years
2019 2verdicts
UNVERDICTED 2representative citing papers
Establishes maximum principle for convex stochastic optimal control of partially and fully coupled FBSΔEs with finite-state uncertainty via adjoint difference equations.
citing papers explorer
-
Solvability of finite state forward-backward stochastic difference equations
Establishes necessary and sufficient solvability conditions for linear FBSΔEs and existence/uniqueness theorems for nonlinear FBSΔEs under monotone coefficients on finite-state discrete-time spaces.
-
Maximum principle for stochastic optimal control problem of finite state forward-backward stochastic difference systems
Establishes maximum principle for convex stochastic optimal control of partially and fully coupled FBSΔEs with finite-state uncertainty via adjoint difference equations.