Robust time-inconsistent stochastic linear-quadratic control with drift disturbance (Q2673512): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust time-inconsistent stochastic linear-quadratic control with drift disturbance |
scientific article |
Statements
Robust time-inconsistent stochastic linear-quadratic control with drift disturbance (English)
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10 June 2022
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robust control
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stochastic linear-quadratic control
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time-inconsistent preference
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forward-backward stochastic differential equation
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