The Maximum Principle in Time-Inconsistent LQ Optimal Control Problem for Jump Diffusions
From MaRDI portal
Publication:6261886
arXiv1505.04674MaRDI QIDQ6261886
Ishak Alia, Ayesha Sohail, Farid Chighoub
Publication date: 18 May 2015
This page was built for publication: The Maximum Principle in Time-Inconsistent LQ Optimal Control Problem for Jump Diffusions