On time-inconsistent stochastic control in continuous time (Q522052)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On time-inconsistent stochastic control in continuous time |
scientific article |
Statements
On time-inconsistent stochastic control in continuous time (English)
0 references
13 April 2017
0 references
time-consistency
0 references
time-inconsistency
0 references
time-inconsistent control
0 references
dynamic programming
0 references
stochastic control
0 references
Bellman equation
0 references
hyperbolic discounting
0 references
mean-variance
0 references
equilibrium
0 references
