Sup-Inf/Inf-Sup Problem on Choice of a Probability Measure by Forward–Backward Stochastic Differential Equation Approach

DOI10.1109/TAC.2021.3058422MaRDI QIDQ5033908zbMATH OpenOpenAlexWikidataFDO

Authors Taiga Saito, Akihiko Takahashi

Publication date 24 February 2022

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2021.3058422

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Cited in

(1)

• Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications

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