Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps (Q2672856)
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scientific article; zbMATH DE number 7540454
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| English | Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps |
scientific article; zbMATH DE number 7540454 |
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Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps (English)
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13 June 2022
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stochastic maximum principle
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time-inconsistency
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LQ control problem
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equilibrium control
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variational inequality
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0.8556033968925476
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0.846440315246582
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0.8425846099853516
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0.8254815936088562
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0.8175084590911865
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