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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]

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