Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach |
scientific article |
Statements
Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (English)
0 references
5 May 2021
0 references
time-inconsistency
0 references
stochastic control
0 references
equilibrium control
0 references
backward stochastic partial differential equations
0 references
mean-variance problem
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
