Time-inconsistent recursive zero-sum stochastic differential games (Q2311592)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-inconsistent recursive zero-sum stochastic differential games |
scientific article |
Statements
Time-inconsistent recursive zero-sum stochastic differential games (English)
0 references
3 July 2019
0 references
time-inconsistency
0 references
stochastic differential game
0 references
equilibrium saddle point
0 references
equilibrium Hamilton-Jacobi-Bellman-Isaacs equation
0 references
recursive criterion functional
0 references
0 references
0 references
0 references
