Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems (Q2245641)

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    Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems
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      Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems (English)
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      15 November 2021
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      extended backward stochastic Volterra integral equation
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      backward stochastic Volterra integral equation
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      time-inconsistent stochastic recursive control problem
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      open-loop equilibrium control
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