Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems
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Institution:管理学院
Title of Paper:Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems
Journal:MATHEMATICS OF OPERATIONS RESEARCH
First Author:胡明尚
Document Code:99A8BBFA1C8C499DBF42B374AB861ECB
Issue:00
Page Number:24
Number of Words:13
Translation or Not:No
Date of Publication:2022-10
Release Time:2023-05-23