Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I (Q2329692): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I |
scientific article |
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Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I (English)
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18 October 2019
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mean-field linear quadratic optimal control problems
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time inconsistency
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equilibrium controls
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system of Riccati equations
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