Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I (Q2329692)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I |
scientific article |
Statements
Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I (English)
0 references
18 October 2019
0 references
mean-field linear quadratic optimal control problems
0 references
time inconsistency
0 references
equilibrium controls
0 references
system of Riccati equations
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
