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"Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization ..."

Ying Hu, Hanqing Jin, Xun Yu Zhou (2017)

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DOI: 10.1137/15M1019040

access: closed

type: Journal Article

metadata version: 2020-07-09

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Ying Hu, Hanqing Jin, Xun Yu Zhou:
Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium. SIAM J. Control. Optim. 55(2): 1261-1279 (2017)

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