Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation (Q2356565): Difference between revisions

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Property / DOI: 10.3934/mcrf.2015.5.651 / rank
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Latest revision as of 04:23, 18 December 2024

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Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation
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    Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation (English)
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    30 July 2015
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    time inconsistency
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    multi-person differential games
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    equilibrium strategy
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    equilibrium HJB equation
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    stochastic partial differential equations
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    linear-quadratic problem
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