Time-Inconsistent Mean-Field Stochastic LQ Problem: Open-Loop Time-Consistent Control

Yuan-Hua Ni, Ji-Feng Zhang, Miroslav Krstic. Time-Inconsistent Mean-Field Stochastic LQ Problem: Open-Loop Time-Consistent Control. IEEE Trans. Automat. Contr., 63(9):2771-2786, 2018. [doi]

@article{NiZK18,
  title = {Time-Inconsistent Mean-Field Stochastic LQ Problem: Open-Loop Time-Consistent Control},
  author = {Yuan-Hua Ni and Ji-Feng Zhang and Miroslav Krstic},
  year = {2018},
  doi = {10.1109/TAC.2017.2776740},
  url = {https://doi.org/10.1109/TAC.2017.2776740},
  researchr = {https://researchr.org/publication/NiZK18},
  cites = {0},
  citedby = {0},
  journal = {IEEE Trans. Automat. Contr.},
  volume = {63},
  number = {9},
  pages = {2771-2786},
}