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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]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Time-Inconsistent Stochastic LQ Problem with Regime SwitchingBinbin Si, Yuan-Hua Ni, Ji-Feng Zhang. jossac, 33(6):1733-1754, 2020. [doi] Open-Loop Time-Consistent Solution for Equality Constrained Time-Inconsistent LQ ProblemXinhui Yue, Yuan-Hua Ni. icca 2020: 389-393 [doi] Discrete time mean-field stochastic linear-quadratic optimal control problemsRobert Elliott, Xun Li, Yuan-Hua Ni. automatica, 49(11):3222-3233, 2013. [doi]
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