Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I (Q2329692): Difference between revisions

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Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I
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    Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I (English)
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    18 October 2019
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    mean-field linear quadratic optimal control problems
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    time inconsistency
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    equilibrium controls
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    system of Riccati equations
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