نتایج جستجو برای: letter
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Letter to the Editor
Letter to the Editor
Letter to the Editor
Letter to the Editor
Letter to the Editor
Letter to Editor
This article has no abstract.
This article has no abstract.
Abstract. In this paper, we formulate a general time-inconsistent stochastic linear–quadratic (LQ) control problem. The time-inconsistency arises from the presence of a quadratic term of the expected state as well as a state-dependent term in the objective functional. We define an equilibrium, instead of optimal, solution within the class of open-loop controls, and derive a sufficient condition...
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