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"Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization ..."
Ying Hu, Hanqing Jin, Xun Yu Zhou (2017)
- 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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