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"Time-Inconsistent Stochastic Linear-Quadratic Control."

Ying Hu, Hanqing Jin, Xun Yu Zhou (2012)

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DOI: 10.1137/110853960

access: closed

type: Journal Article

metadata version: 2021-10-14

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Ying Hu, Hanqing Jin, Xun Yu Zhou:
Time-Inconsistent Stochastic Linear-Quadratic Control. SIAM J. Control. Optim. 50(3): 1548-1572 (2012)

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