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Output details

10 - Mathematical Sciences

Output 468 of 492 in the submission

Article title

Time-inconsistent stochastic linear-quadratic control

Type

D - Journal article

DOI

Title of journal

SIAM Journal on Control and Optimization

Article number

Volume number

Issue number

First page of article

1548

ISSN of journal

0363-0129

Year of publication

2012

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

G - Mathematical and Computational Finance

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract