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"Equilibrium for a Time-Inconsistent Stochastic Linear-Quadratic Control ..."
Zhongyang Sun, Xianping Guo (2019)
- Zhongyang Sun, Xianping Guo:
Equilibrium for a Time-Inconsistent Stochastic Linear-Quadratic Control System with Jumps and Its Application to the Mean-Variance Problem. J. Optim. Theory Appl. 181(2): 383-410 (2019)
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