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Time-inconsistent Linear Quadratic Optimal Control Problem for Forward-Backward Stochastic Differential Equations - MaRDI portal

Time-inconsistent Linear Quadratic Optimal Control Problem for Forward-Backward Stochastic Differential Equations

From MaRDI portal
Publication:6463530

arXiv2312.08713MaRDI QIDQ6463530

Bowen Ma, Qi Lu

Publication date: 14 December 2023




Mathematics Subject Classification ID

Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)





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