On the sources of the height-intelligence correlation: New insights from a bivariate ACE model with assortative mating
On the sources of the height-intelligence correlation: New insights from a bivariate ACE model with assortative mating
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DOI：
10.1007/s10519-010-9376-7
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发表时间：
2011-03-01
影响因子：
2.6
通讯作者：
Apicella, Coren
中科院分区：
文献类型：
--
作者：
Beauchamp, Jonathan P.;Cesarini, David;Apicella, Coren
讨论了一类一般的正-倒向随机微分方程（FBSDEs），其前向方程为随机延迟方程，后向方程为预期后向随机微分方程。得到了一般FBSDEs的存在唯一性结果。在一般FBSDEs的框架下，得到了具有时滞的线性二次型随机最优控制问题的最优控制的显式形式和具有时滞的非零和微分对策问题的纳什平衡点。
The authors discuss one type of general forward-backward stochastic differential equations (FBSDEs) with It's stochastic delayed equations as the forward equations and anticipated backward stochastic differential equations as the backward equations. The existence and uniqueness results of the general FBSDEs are obtained. In the framework of the general FBSDEs in this paper, the explicit form of the optimal control for linearquadratic stochastic optimal control problem with delay and the Nash equilibrium point for nonzero sum differential games problem with delay are obtained.