Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation (Q2356565): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
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| English | 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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