A General Theory of Markovian Time Inconsistent Stochastic Control Problems
作者： Tomas Bjork , Agatha Murgoci
DOI: 10.2139/SSRN.1694759
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摘要: … The object of the present paper is to undertake a rigorous study of time inconsistent control problems in a reasonably general Markovian framework, and in particular we do not want to …
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