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]
@article{NiLZK19,
title = {Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem},
author = {Yuan-Hua Ni and Xun Li 0002 and Ji-Feng Zhang and Miroslav Krstic},
year = {2019},
doi = {10.1137/18M1177068},
url = {https://doi.org/10.1137/18M1177068},
researchr = {https://researchr.org/publication/NiLZK19},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {57},
number = {1},
pages = {533-569},
}