  This paper is concerned with a linear quadratic optimal control problem of
delayed backward stochastic differential equations. An explicit representation
is derived for the optimal control, which is a linear feedback of the entire
past history and the future state trajectory in a short period of time. This is
one of the major distinctive features of the delayed backward stochastic linear
quadratic optimal control problem. To obtain the optimal feedback, a new class
of delayed Riccati equations is introduced and the unique solvability of their
solutions are discussed in detail.
