Time-Inconsistent Stochastic Linear--Quadratic Control
type: Dataset
description: International audience
landing page: 0363-0129
keyword: 93e99-60h10-91b28
keyword: equilibriumcontrol
keyword: forward-backward-stochastic-differential-equation
keyword: infoeu-reposemanticsarticle
keyword: journal-articles
keyword: mathmath-dsmathematics-mathdynamical-systems-mathds
keyword: mathmath-ocmathematics-mathoptimization-and-control-mathoc
keyword: mathmath-prmathematics-mathprobability-mathpr
keyword: mean-variance-portfolio-selection
keyword: qfinpmquantitative-finance-q-finportfolio-management-q-finpm
keyword: stochastic-linear-quadratic-control
keyword: time-inconsistency
issued: 2026-05-20T15:50:13.169284
modified: 2026-05-20T15:50:13.169289
language: en
contact point: Organization
  fn: CCSD

test_moissonnage_selune
type: Agent

Time-Inconsistent Stochastic Linear--Quadratic Control
type: Distribution
format: HTML
access URL: https://hal.science/hal-00691816
issued: 2026-05-20T15:50:13.251102
modified: 2026-05-20T15:50:13.143686