Time-inconsistent stochastic linear-quadratic control problem with indefinite control weight costs (Q6139329)
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scientific article; zbMATH DE number 7791018
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| English | Time-inconsistent stochastic linear-quadratic control problem with indefinite control weight costs |
scientific article; zbMATH DE number 7791018 |
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Time-inconsistent stochastic linear-quadratic control problem with indefinite control weight costs (English)
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18 January 2024
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linear-quadratic optimal control problem
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time-inconsistent cost functional
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generalized Riccati equation
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indefinite control weight cost
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closed-loop equilibrium strategy
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