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
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion |
scientific article |
Statements
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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