Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation (Q2356565)
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scientific article; zbMATH DE number 6468004
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| English | Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation |
scientific article; zbMATH DE number 6468004 |
Statements
Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation (English)
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30 July 2015
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time inconsistency
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multi-person differential games
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equilibrium strategy
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equilibrium HJB equation
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stochastic partial differential equations
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linear-quadratic problem
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0.9191847443580629
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0.8743471503257751
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0.8729061484336853
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0.857243001461029
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