Time-Inconsistent Stochastic LQ Problem with Regime Switching

SI Binbin · NI Yuan-Hua · ZHANG Ji-Feng

Journal of Systems Science & Complexity ›› 2020, Vol. 33 ›› Issue (6) : 1733-1754.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 2020, Vol. 33 ›› Issue (6) : 1733-1754. DOI: 10.1007/s11424-020-9017-z

Time-Inconsistent Stochastic LQ Problem with Regime Switching

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2020, 33(6): 1733-1754 https://doi.org/10.1007/s11424-020-9017-z

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