A theory of Markovian time-inconsistent stochastic control in discrete time (Q457182)
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scientific article; zbMATH DE number 6348473
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| English | A theory of Markovian time-inconsistent stochastic control in discrete time |
scientific article; zbMATH DE number 6348473 |
Statements
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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0.9357627
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0.91696024
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0.9007988
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0.89691526
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0.8968024
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