Time-Inconsistent Stochastic Linear--Quadratic Control

Ying Hu, Hanqing Jin, Xun Yu Zhou

Type: Preprint

Publication Date: 2011-01-01

Citations: 9

DOI: https://doi.org/10.48550/arxiv.1111.0818

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arXiv (Cornell University) - View - PDF
Oxford University Research Archive (ORA) (University of Oxford) - View - PDF
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