Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps (Q2672856)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps |
scientific article |
Statements
Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps (English)
0 references
13 June 2022
0 references
stochastic maximum principle
0 references
time-inconsistency
0 references
LQ control problem
0 references
equilibrium control
0 references
variational inequality
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
