Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium

Published 2017 View Full Article

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Title
Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium
Authors
Keywords
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Journal
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
Volume 55, Issue 2, Pages 1261-1279
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Online
2017-04-25
DOI
10.1137/15m1019040

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