Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation (Q2356565)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation |
scientific article |
Statements
Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation (English)
0 references
30 July 2015
0 references
time inconsistency
0 references
multi-person differential games
0 references
equilibrium strategy
0 references
equilibrium HJB equation
0 references
stochastic partial differential equations
0 references
linear-quadratic problem
0 references
0 references
