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Time-Inconsistent Linear Quadratic Optimal Control Problems for Stochastic Evolution Equations
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We study linear-quadratic optimal control problems with time-inconsistent cost functionals for stochastic evolution equations in a Hilbert space. A closed-loop equilibrium strategy is introduced fo...
Qi Lü
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Fangfang Dou
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Qi Lü
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Fangfang Dou
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