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Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem.

Yuan-Hua NiXun LiJi-Feng ZhangMiroslav Krstic
Published in: SIAM J. Control. Optim. (2019)
Keyphrases
  • linear quadratic
  • closed loop
  • mathematical model
  • optimal control
  • vector valued
  • optimal solution