A robust time‐inconsistent linear‐quadratic problem (Q6089830)
From MaRDI portal
scientific article; zbMATH DE number 7764234
Language | Label | Description | Also known as |
---|---|---|---|
English | A robust time‐inconsistent linear‐quadratic problem |
scientific article; zbMATH DE number 7764234 |
Statements
A robust time‐inconsistent linear‐quadratic problem (English)
0 references
13 November 2023
0 references
dynamic game
0 references
precommitted policy
0 references
stochastic linear-quadratic problem
0 references
time inconsistency
0 references
time-consistent policy
0 references
0 references
0 references
0 references
0 references