Time-consistent control in nonlinear models

DOI10.1016/j.jedc.2010.08.004zbMath1231.91303OpenAlexW3021978849MaRDI QIDQ603005

Florian Pelgrin, Steve Ambler

Publication date: 5 November 2010

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/53792

zbMATH Keywords

control theorytime consistencyoptimal government policy

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Dynamic stochastic general equilibrium theory (91B51)

Related Items

Computing time-consistent equilibria: a perturbation approach

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