Infinite Horizon Fully Coupled Nonlinear Forward-Backward Stochastic Difference Equations and Their Application to LQ Optimal Control Problems

Fuente: arXiv
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Autores principales: Ma, Xinyu, Li, Xun, Meng, Qingxin
Formato: Preprint
Publicado: 2025
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author Ma, Xinyu
Li, Xun
Meng, Qingxin
author_facet Ma, Xinyu
Li, Xun
Meng, Qingxin
contents This paper focuses on the study of infinite horizon fully coupled nonlinear forward-backward stochastic difference equations (FBS$\bigtriangleup$Es). Firstly, we establish a pair of priori estimates for the solutions to forward stochastic difference equations (S$\bigtriangleup$Es) and backward stochastic difference equations (BS$\bigtriangleup$Es), respectively. Then, to achieve broader applicability, we utilize a set of domination-monotonicity conditions that are more lenient than standard assumptions. Using these conditions, we apply continuation methods to prove the unique solvability of infinite horizon fully coupled FBS$\bigtriangleup$Es and derive a set of solution estimates. Furthermore, our results have considerable implications for a variety of related linear quadratic (LQ) problems, especially when the stochastic Hamiltonian system is consistent with FBS$\bigtriangleup$Es satisfying the introduced domination-monotonicity conditions. Thus, by solving the associated stochastic Hamiltonian system, we explicitly characterize the unique optimal control. This is the first work establishing solvability of fully coupled nonlinear FBS$\bigtriangleup$Es under domination-monotonicity conditions in infinite horizon discrete-time setting.
format Preprint
id arxiv_https___arxiv_org_abs_2501_04603
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Infinite Horizon Fully Coupled Nonlinear Forward-Backward Stochastic Difference Equations and Their Application to LQ Optimal Control Problems
Ma, Xinyu
Li, Xun
Meng, Qingxin
Optimization and Control
This paper focuses on the study of infinite horizon fully coupled nonlinear forward-backward stochastic difference equations (FBS$\bigtriangleup$Es). Firstly, we establish a pair of priori estimates for the solutions to forward stochastic difference equations (S$\bigtriangleup$Es) and backward stochastic difference equations (BS$\bigtriangleup$Es), respectively. Then, to achieve broader applicability, we utilize a set of domination-monotonicity conditions that are more lenient than standard assumptions. Using these conditions, we apply continuation methods to prove the unique solvability of infinite horizon fully coupled FBS$\bigtriangleup$Es and derive a set of solution estimates. Furthermore, our results have considerable implications for a variety of related linear quadratic (LQ) problems, especially when the stochastic Hamiltonian system is consistent with FBS$\bigtriangleup$Es satisfying the introduced domination-monotonicity conditions. Thus, by solving the associated stochastic Hamiltonian system, we explicitly characterize the unique optimal control. This is the first work establishing solvability of fully coupled nonlinear FBS$\bigtriangleup$Es under domination-monotonicity conditions in infinite horizon discrete-time setting.
title Infinite Horizon Fully Coupled Nonlinear Forward-Backward Stochastic Difference Equations and Their Application to LQ Optimal Control Problems
topic Optimization and Control
url https://arxiv.org/abs/2501.04603