A robust time‐inconsistent linear‐quadratic problem (Q6089830)
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scientific article; zbMATH DE number 7764234
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A robust time‐inconsistent linear‐quadratic problem |
scientific article; zbMATH DE number 7764234 |
Statements
A robust time‐inconsistent linear‐quadratic problem (English)
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13 November 2023
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dynamic game
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precommitted policy
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stochastic linear-quadratic problem
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time inconsistency
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time-consistent policy
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0.9086946
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0.8913559
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0.8892089
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0.8888489
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0.8884623
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0.88592505
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0.88089293
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0.8803594
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