Optimal controls for forward-backward stochastic differential equations: time-inconsistency and time-consistent solutions (Q6597805)
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scientific article; zbMATH DE number 7906238
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| English | Optimal controls for forward-backward stochastic differential equations: time-inconsistency and time-consistent solutions |
scientific article; zbMATH DE number 7906238 |
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Optimal controls for forward-backward stochastic differential equations: time-inconsistency and time-consistent solutions (English)
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4 September 2024
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time-inconsistent optimal control problem
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controlled forward-backward stochastic differential equation
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backward stochastic Volterra integral equation
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equilibrium strategy
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equilibrium Hamilton-Jacobi-Bellman equation
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0.9018111228942872
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0.8511164784431458
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0.8486085534095764
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0.8464261293411255
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0.8371413946151733
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