Time-Inconsistent Linear Quadratic Optimal Control Problems for Stochastic Evolution Equations

Published 2020 View Full Article

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Title
Time-Inconsistent Linear Quadratic Optimal Control Problems for Stochastic Evolution Equations
Authors
Keywords
-
Journal
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
Volume 58, Issue 1, Pages 485-509
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Online
2020-02-21
DOI
10.1137/19m1250339

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