Mingshang Hu, Shaolin Ji, Xiaole Xue. Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems. Math. Oper. Res., 48(3):1767-1790, August 2023. [doi]
@article{HuJX23,
title = {Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems},
author = {Mingshang Hu and Shaolin Ji and Xiaole Xue},
year = {2023},
month = {August},
doi = {10.1287/moor.2022.1319},
url = {https://doi.org/10.1287/moor.2022.1319},
researchr = {https://researchr.org/publication/HuJX23},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {48},
number = {3},
pages = {1767-1790},
}