Time-inconsistent recursive zero-sum stochastic differential games
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- A deterministic linear quadratic time-inconsistent optimal control problem
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- The golden rule when preferences are time inconsistent
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- Time-inconsistent optimal control problems and the equilibrium HJB equation
- Time-inconsistent recursive stochastic optimal control problems
- Time-inconsistent stochastic linear-quadratic control
- Values in differential games
Cited in
(10)- Nonzero-sum differential game of backward doubly stochastic systems with delay and applications
- Robust time-inconsistent stochastic linear-quadratic control with drift disturbance
- Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps
- On time inconsistency: A technical issue in Stackelberg differential games
- One kind of linear-quadratic zero-sum stochastic differential game with jumps
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- Nonlocality, nonlinearity, and time inconsistency in stochastic differential games
- A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type
- On the value of a time-inconsistent mean-field zero-sum Dynkin game
- Subgame-perfect equilibrium strategies for time-inconsistent recursive stochastic control problems
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