Solution to Discrete-Time Linear FBSDEs with Application to Stochastic Control Problem

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

Abstract

Abstract is missing.