Closed-Loop Equilibrium Strategies for General Time-Inconsistent Optimal Control Problems (Q3382777)

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Closed-Loop Equilibrium Strategies for General Time-Inconsistent Optimal Control Problems
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    Closed-Loop Equilibrium Strategies for General Time-Inconsistent Optimal Control Problems (English)
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    22 September 2021
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    time-inconsistent optimal control
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    random coefficients
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    closed-loop equilibrium strategy
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    BSPDEs
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    integral and pointwise characterizations
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