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"Optimization Under Rational Expectations: A Framework of Fully Coupled ..."

Mingshang Hu, Shaolin Ji, Xiaole Xue (2023)

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DOI: 10.1287/MOOR.2022.1319

access: closed

type: Journal Article

metadata version: 2023-08-18

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Mingshang Hu, Shaolin Ji, Xiaole Xue:
Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems. Math. Oper. Res. 48(3): 1767-1790 (2023)

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