On time-inconsistent stochastic control in continuous time (Q522052)
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scientific article
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| English | On time-inconsistent stochastic control in continuous time |
scientific article |
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On time-inconsistent stochastic control in continuous time (English)
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13 April 2017
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time-consistency
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time-inconsistency
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time-inconsistent control
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dynamic programming
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stochastic control
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Bellman equation
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hyperbolic discounting
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mean-variance
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equilibrium
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0.9357627
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0.9321072
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0.9318883
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0.92981654
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0.92678744
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0.92318034
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0.92183566
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0.92004293
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0.91264963
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