A theory of Markovian time-inconsistent stochastic control in discrete time (Q457182)

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A theory of Markovian time-inconsistent stochastic control in discrete time
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    A theory of Markovian time-inconsistent stochastic control in discrete time (English)
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    26 September 2014
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    time-inconsistent control
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    stochastic control
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    Bellman equation
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    controlled Markov process
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    dynamic programming
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    optimal control
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    optimal value function
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    game theory
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    equilibrium strategy
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    hyperbolic discounting
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    mean-variance
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