Time-inconsistent optimal control problems (Q4589036)
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scientific article; zbMATH DE number 6803231
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| default for all languages | No label defined |
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| English | Time-inconsistent optimal control problems |
scientific article; zbMATH DE number 6803231 |
Statements
6 November 2017
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stochastic optimal control
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time inconsistency
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equilibrium solution
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Hamilton-Jacobi- Bellman equation
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differential games
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linear-quadratic problem
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Riccati equation
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0.9245964884757996
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0.8816190361976624
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0.8745397329330444
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0.8725147843360901
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0.870733380317688
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