On time-inconsistent stochastic control in continuous time (Q522052): Difference between revisions
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time-consistency | |||
| Property / zbMATH Keywords: time-consistency / rank | |||
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time-inconsistency | |||
| Property / zbMATH Keywords: time-inconsistency / rank | |||
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time-inconsistent control | |||
| Property / zbMATH Keywords: time-inconsistent control / rank | |||
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dynamic programming | |||
| Property / zbMATH Keywords: dynamic programming / rank | |||
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stochastic control | |||
| Property / zbMATH Keywords: stochastic control / rank | |||
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Bellman equation | |||
| Property / zbMATH Keywords: Bellman equation / rank | |||
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hyperbolic discounting | |||
| Property / zbMATH Keywords: hyperbolic discounting / rank | |||
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mean-variance | |||
| Property / zbMATH Keywords: mean-variance / rank | |||
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equilibrium | |||
| Property / zbMATH Keywords: equilibrium / rank | |||
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Revision as of 05:38, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On time-inconsistent stochastic control in continuous time |
scientific article |
Statements
On time-inconsistent stochastic control in continuous time (English)
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13 April 2017
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time-consistency
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time-inconsistency
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time-inconsistent control
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dynamic programming
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stochastic control
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Bellman equation
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hyperbolic discounting
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mean-variance
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equilibrium
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