A stochastic linear-quadratic differential game with time-inconsistency (Q2697160)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic linear-quadratic differential game with time-inconsistency |
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A stochastic linear-quadratic differential game with time-inconsistency (English)
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18 April 2023
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time-inconsistency
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stochastic linear-quadratic differential game
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equilibrium strategy
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BSDE
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forward-backward stochastic differential equation
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