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

arXiv2312.08713MaRDI QIDQ6463530FDOQ6463530

Bowen Ma, Qi Lu

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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