Dynamic approaches for some time-inconsistent optimization problems (Q1704140)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic approaches for some time-inconsistent optimization problems |
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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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