Dynamic approaches for some time-inconsistent optimization problems (Q1704140): Difference between revisions

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Latest revision as of 09:58, 30 July 2024

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Dynamic approaches for some time-inconsistent optimization problems
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    Dynamic approaches for some time-inconsistent optimization problems (English)
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    8 March 2018
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    time inconsistency
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    dynamic programming principle
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    stochastic maximum principle
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    comparison principle
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    duality
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    dynamic utility
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    master equation
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    path derivative
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