Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I (Q2329692)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I |
scientific article |
Statements
Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I (English)
0 references
18 October 2019
0 references
mean-field linear quadratic optimal control problems
0 references
time inconsistency
0 references
equilibrium controls
0 references
system of Riccati equations
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.95652413
0 references
0.9498147
0 references
0.9377379
0 references
0.9359308
0 references
0.9239117
0 references
0.91937846
0 references
0.9156873
0 references
0.9120525
0 references
0.9120481
0 references
