Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem (Q4622012)
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scientific article; zbMATH DE number 7019865
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| English | Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem |
scientific article; zbMATH DE number 7019865 |
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Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem (English)
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8 February 2019
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time inconsistency
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stochastic linear-quadratic optimal control
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mean-field optimal control
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forward-backward stochastic difference equation
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equilibrium solution
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0.9127186
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0.91080177
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0.9006482
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0.89884114
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0.89883757
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0.89547896
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0.89253515
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0.8879766
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