"Time-Inconsistent Stochastic LQ Problem with Regime Switching."

Binbin Si, Yuan-Hua Ni, Ji-Feng Zhang (2020)

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DOI: 10.1007/S11424-020-9017-Z

access: closed

type: Journal Article

metadata version: 2021-01-11

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Binbin Si, Yuan-Hua Ni, Ji-Feng Zhang:
Time-Inconsistent Stochastic LQ Problem with Regime Switching. J. Syst. Sci. Complex. 33(6): 1733-1754 (2020)

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