Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I

DOI10.3934/mcrf.2019018zbMath1426.49036arXiv1802.01080OpenAlexW2962859598WikidataQ128672998 ScholiaQ128672998MaRDI QIDQ2329692

Tian Xiao Wang

Publication date: 18 October 2019

Published in: Mathematical Control and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.01080

zbMATH Keywords

time inconsistencyequilibrium controlsmean-field linear quadratic optimal control problemssystem of Riccati equations

Mathematics Subject Classification ID

Optimal feedback synthesis (49N35) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

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