Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems

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Mingshang Hu, Shaolin Ji, Xiaole Xue

Published: 01 Jan 2023, Last Modified: 02 Aug 2025Math. Oper. Res. 2023EveryoneRevisionsBibTeXCC BY-SA 4.0