Time-inconsistent Linear Quadratic Optimal Control Problem for Forward-Backward Stochastic Differential Equations

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Publication:6463530


MaRDI QIDQ6463530zbMATH OpenFDO

Authors Qi Lu, Bowen Ma

Publication date 14 December 2023

Has companion code repository https://github.com/LvQiSCU/LvQiSCU.github.io


Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20)












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