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]

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