Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I (Q2329692)
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scientific article; zbMATH DE number 7119228
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| English | Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I |
scientific article; zbMATH DE number 7119228 |
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Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I (English)
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18 October 2019
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mean-field linear quadratic optimal control problems
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time inconsistency
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equilibrium controls
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system of Riccati equations
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0.95652413
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0.9498147
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0.9377379
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0.9359308
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0.9239117
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0.91937846
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0.9156873
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0.9120525
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