Time-inconsistent optimal control problems and the equilibrium HJB equation (Q1760184)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-inconsistent optimal control problems and the equilibrium HJB equation |
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Time-inconsistent optimal control problems and the equilibrium HJB equation (English)
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13 November 2012
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time-inconsistent optimal control problem
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equilibrium value function
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equilibrium Hamilton-Jacobi-Bellman equation
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forward-backward stochastic differential equation
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