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Equilibrium strategies for time-inconsistent stochastic switching systems
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References

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  • 2012MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION505 cited
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    • 2021Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system21 cited
    • 2023Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System20 cited