Equilibrium strategies for time-inconsistent stochastic switching systems (Q5107969)
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scientific article; zbMATH DE number 7194603
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium strategies for time-inconsistent stochastic switching systems |
scientific article; zbMATH DE number 7194603 |
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Equilibrium strategies for time-inconsistent stochastic switching systems (English)
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29 April 2020
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stochastic switching diffusion
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time-inconsistency
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stochastic optimal control
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equilibrium strategy
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Hamilton-Jacobi-Bellman equation
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