Time-inconsistent singular stochastic linear-quadratic control for stochastic evolution equations
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closed-loop equilibrium strategygeneralized Riccati equationindefinite control weight costslinear-quadratic optimal controlstochastic evolution equationtime-inconsistent cost functional
Sensitivity, stability, well-posedness (49K40) Optimality conditions for problems involving randomness (49K45) Linear-quadratic optimal control problems (49N10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Dynamic stochastic general equilibrium theory (91B51) Optimal stochastic control (93E20) Stochastic systems and control (93E99)
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