Time-inconsistent linear-quadratic social optima for large population system

DOI10.1007/S00245-025-10320-ZMaRDI QIDQ6911436zbMATH OpenFDO

Authors Haiyang Wang, Shujun Wang

Publication date 24 October 2025

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00245-025-10320-Z

zbMATH Keywords

\( \varepsilon \)-social equilibrium strategyconsistency condition systemforward-backward stochastic differential equationperson-by-person optimalitysocial optimatime-inconsistency

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Linear-quadratic optimal control problems (49N10) Optimal feedback synthesis (49N35)

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