TY - JOUR
T1 - Forward-Backward Stochastic Differential Equations and Backward Linear Quadratic Stochastic Optimal Control Problem
AU - Zhang , Detao
JO - Communications in Mathematical Research 
VL - 5
SP - 402
EP - 410
PY - 2021
DA - 2021/07
SN - 25
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/cmr/19357.html
KW - backward stochastic differential equations, optimal control, Riccati
equation.
AB - <p style="text-align: justify;">In this paper, we use the solutions of forward-backward stochastic differential equations to get the optimal control for backward stochastic linear quadratic
optimal control problem. And we also give the linear feedback regulator for the optimal control problem by using the solutions of a group of Riccati equations.</p>