Time-inconsistent stochastic linear-quadratic control problem with indefinite control weight costs (Q6139329)
From MaRDI portal
scientific article; zbMATH DE number 7791018
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-inconsistent stochastic linear-quadratic control problem with indefinite control weight costs |
scientific article; zbMATH DE number 7791018 |
Statements
Time-inconsistent stochastic linear-quadratic control problem with indefinite control weight costs (English)
0 references
18 January 2024
0 references
linear-quadratic optimal control problem
0 references
time-inconsistent cost functional
0 references
generalized Riccati equation
0 references
indefinite control weight cost
0 references
closed-loop equilibrium strategy
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
