We discuss a quadratic criterion optimal control problem for stochastic linear system with delay in both state and control variables. This problem will lead to a kind of generalized forward-backward stochastic differential equations FBSDEs with Itô’s stochastic delay equations as forward equations and anticipated backward stochastic differential equations as backward equations. Especially, we p...

The main purpose of this paper is to provide a quantitative analysis to investigate the behavior of the OPEC oil price. Obtaining the best mathematical equation to describe the price and volatility of oil has a great importance. Stochastic differential equations are one of the best models to determine the oil price, because they include the random factor which can apply the effect of different ...

We propose a new kind of stochastic absolute value equations involving values variables. By utilizing an equivalence relation to bilinear program, we investigate the expected formulation for proposed equations. also consider residual minimization Under mild assumptions, give existence conditions solution The can be gotten by solving discrete problem. And smoothing gradient method solve Finally,...