A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion (Q2280175): Difference between revisions

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Latest revision as of 22:03, 30 July 2024

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A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion
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    A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion (English)
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    18 December 2019
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    time-inconsistency
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    stochastic control
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    non-exponential discounting
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    equilibrium control
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    dynamic programming principle
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    stochastic maximum principle
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    Poisson point process
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