Time-Inconsistent Stochastic Linear--Quadratic Control (Q2910915)

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Time-Inconsistent Stochastic Linear--Quadratic Control
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    Statements

    title
    Time-Inconsistent Stochastic Linear--Quadratic Control (English)
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    author
    Ying Hu
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    Hanqing Jin
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    Xun Yu Zhou
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    publication date
    12 September 2012
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    zbMATH Keywords
    time-inconsistent stochastic linear-quadratic (LQ) control
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    Identifiers

    DOI
    10.1137/110853960
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    Mathematics Subject Classification ID
    93E20
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    60H10
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    91G10
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    49N10
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    zbMATH DE Number
    6081263
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