Time-Inconsistent Stochastic Linear--Quadratic Control
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Cited by:
- Haiyang Wang & Zhen Wu, 2014. "Partially Observed Time-Inconsistency Recursive Optimization Problem and Application," Journal of Optimization Theory and Applications, Springer, vol. 161(2), pages 664-687, May.
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This paper has been announced in the following NEP Reports:- NEP-ORE-2011-11-07 (Operations Research)
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