Time-inconsistent optimal control problems with regime-switching (Q2411029)
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scientific article; zbMATH DE number 6793994
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| English | Time-inconsistent optimal control problems with regime-switching |
scientific article; zbMATH DE number 6793994 |
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Time-inconsistent optimal control problems with regime-switching (English)
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20 October 2017
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time-inconsistence
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regime-switching
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multi-person game
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equilibrium Hamilton-Jacobi-Bellman equation
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linear-quadratic control
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0.914879024028778
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0.8920143842697144
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0.879996120929718
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0.870733380317688
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0.8559882044792175
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