Time-Inconsistent Recursive Stochastic Optimal Control Problems (Q4599725)
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scientific article; zbMATH DE number 6822110
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-Inconsistent Recursive Stochastic Optimal Control Problems |
scientific article; zbMATH DE number 6822110 |
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Time-Inconsistent Recursive Stochastic Optimal Control Problems (English)
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4 January 2018
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time-inconsistency
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equilibrium strategy
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stochastic optimal control
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stochastic differential games
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equilibrium Hamilton-Jacobi-Bellman equation
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