@unpublished{hu:hal-01496574,
TITLE = {Equilibrium for Time-Inconsistent Stochastic Linear--Quadratic Control under Constraint},
AUTHOR = {Hu, Ying and Huang, Jianhui and Li, Xun},
URL = {https://hal.science/hal-01496574},
NOTE = {working paper or preprint},
HAL_LOCAL_REFERENCE = {2017-31},
YEAR = {2017},
MONTH = Mar, KEYWORDS = {Time-inconsistency ; stochastic linear-quadratic control ; uniqueness of equilibrium control ; forward-backward stochastic differential equation ; mean--variance portfolio selection},
PDF = {https://hal.science/hal-01496574/file/time-inconsistent-constraint20170327.pdf},
HAL_ID = {hal-01496574},
HAL_VERSION = {v1},
}