Time-Inconsistent Recursive Stochastic Optimal Control Problems
Wei, Qingmeng, Yong, Jiongmin, Yu, ZhiyongVolume:
55
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/16M1079415
Date:
January, 2017
File:
PDF, 410 KB
english, 2017