A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion (Q2280175)
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scientific article; zbMATH DE number 7144248
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| English | A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion |
scientific article; zbMATH DE number 7144248 |
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A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion (English)
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18 December 2019
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time-inconsistency
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stochastic control
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non-exponential discounting
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equilibrium control
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dynamic programming principle
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stochastic maximum principle
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Poisson point process
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0.8929495215415955
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0.8630499839782715
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0.8614223599433899
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0.8559215664863586
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0.8538657426834106
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