Time-inconsistent stochastic LQ problem with regime switching (Q2661836)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-inconsistent stochastic LQ problem with regime switching |
scientific article |
Statements
Time-inconsistent stochastic LQ problem with regime switching (English)
0 references
8 April 2021
0 references
forward-backward stochastic difference equation
0 references
open-loop equilibrium control
0 references
regime switching
0 references
stochastic linear-quadratic problem
0 references
time inconsistency
0 references
0 references
0 references
0 references
0 references
