Relaxed equilibria for time-inconsistent Markov decision processes

DOI10.1287/MOOR.2023.0209MaRDI QIDQ6893694zbMATH OpenFDO

Authors Erhan Bayraktar, Yu-Jui Huang, Zhenhua Wang, Zhou Zhou

Publication date 26 November 2025

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/MOOR.2023.0209

zbMATH Keywords

entropy regularizationMarkov decision processesnonexponential discountingrelaxed controlstime inconsistency

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27) Markov and semi-Markov decision processes (90C40) Equilibrium refinements (91A11)

Cited in

(3)

• Time-inconsistent mean-field stopping problems: a regularised equilibrium approach
• Feedback Cycles in Exploratory Equilibria
• Major-minor mean field game of stopping: an entropy regularization approach

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