Equilibrium for Time-Inconsistent Stochastic Linear--Quadratic Control under Constraint

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Equilibrium for Time-Inconsistent Stochastic Linear--Quadratic Control under Constraint (scientific article from arXiv)

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MaRDI QIDQ7096157arXivFDO

Authors Ying Hu, Jianhui Huang, Xun Li

Publication date 2017

Published in arXiv

arXiv classification

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