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

Yuan-Hua Ni, Xun Li 0002, Ji-Feng Zhang, Miroslav Krstic. Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem. SIAM J. Control and Optimization, 57(1):533-569, 2019. [doi]

Abstract

Abstract is missing.