Time-inconsistent optimal control problems with regime-switching (Q2411029)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-inconsistent optimal control problems with regime-switching |
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Time-inconsistent optimal control problems with regime-switching (English)
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20 October 2017
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time-inconsistence
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regime-switching
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multi-person game
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equilibrium Hamilton-Jacobi-Bellman equation
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linear-quadratic control
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