Robust time-inconsistent stochastic linear-quadratic control with drift disturbance (Q2673512)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust time-inconsistent stochastic linear-quadratic control with drift disturbance |
scientific article |
Statements
Robust time-inconsistent stochastic linear-quadratic control with drift disturbance (English)
0 references
10 June 2022
0 references
robust control
0 references
stochastic linear-quadratic control
0 references
time-inconsistent preference
0 references
forward-backward stochastic differential equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
