Time-inconsistent optimal control problems and the equilibrium HJB equation (Q1760184)
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scientific article
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| English | Time-inconsistent optimal control problems and the equilibrium HJB equation |
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Statements
Time-inconsistent optimal control problems and the equilibrium HJB equation (English)
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13 November 2012
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time-inconsistent optimal control problem
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equilibrium value function
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equilibrium Hamilton-Jacobi-Bellman equation
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forward-backward stochastic differential equation
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0.9191847443580629
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0.8866688013076782
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0.8853572010993958
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0.8816190361976624
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0.879996120929718
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