Closed-loop and open-loop equilibrium of a class time-inconsistent linear-quadratic differential games

DOI10.1007/S00182-024-00895-2MaRDI QIDQ6581892zbMATH OpenFDO

Authors Wei Ji

Publication date 1 August 2024

Published in International Journal of Game Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00182-024-00895-2

zbMATH Keywords

closed-loop equilibriumN-person differential gamesopen-loop equilibriumtime inconsistency

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23)

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Cites work

• A stochastic linear-quadratic differential game with time-inconsistency
• A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria
• Differential games without pure strategy saddle-point solutions
• Existence of optimal open-loop strategies for a class of differential games
• Investment and consumption without commitment
• Linear-quadratic optimal control problems for mean-field stochastic differential equations -- time-consistent solutions
• Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria
• Linear-Quadratic Time-Inconsistent Mean-Field Type Stackelberg Differential Games: Time-Consistent Open-Loop Solutions
• On the time-inconsistent deterministic linear-quadratic control
• Some Results On Two-Person Zero-Sum Linear Quadratic Differential Games
• Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps
• Time-inconsistent stochastic linear-quadratic control
• Time-inconsistent stochastic linear-quadratic control: characterization and uniqueness of equilibrium
• Who are I: time inconsistency and intrapersonal conflict and reconciliation

Cited in

(1)

• Stabilizing public debt through a Stackelberg game between government and central bank: a differential game-theoretic approach

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