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- W4382363670 abstract "A class of fully coupled forward–backward stochastic difference equations with delay (FBSDDEs) over infinite horizon are considered in this article. By establishing a non-homogeneous explicit relation between the forward and backward equations in terms of Riccati-like difference equations, we derive the unique solution to the FBSDDEs under certain conditions. Then, we deduce that the FBSDDEs are solvable if and only if the corresponding stochastic delayed system is β $$ beta $$ -degree open-loop mean-square exponentially stabilizable. Finally, as an application, the FBSDDEs are employed to demonstrate the maximum principle of the stochastic LQ optimal control problem." @default.
- W4382363670 created "2023-06-29" @default.
- W4382363670 creator A5017793990 @default.
- W4382363670 date "2023-06-28" @default.
- W4382363670 modified "2023-10-14" @default.
- W4382363670 title "Solvability of general fully coupled forward–backward stochastic difference equations with delay and applications" @default.
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- W4382363670 doi "https://doi.org/10.1002/oca.3023" @default.
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