Dynamic approaches for some time-inconsistent optimization problems (Q1704140)
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scientific article
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| default for all languages | No label defined |
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| English | Dynamic approaches for some time-inconsistent optimization problems |
scientific article |
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Dynamic approaches for some time-inconsistent optimization problems (English)
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8 March 2018
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time inconsistency
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dynamic programming principle
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stochastic maximum principle
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comparison principle
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duality
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dynamic utility
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master equation
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path derivative
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0.8191625475883484
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0.8048047423362732
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0.7979497909545898
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0.7973875999450684
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0.7954133749008179
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