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A stochastic linear-quadratic differential game with time-inconsistency - MaRDI portal

A stochastic linear-quadratic differential game with time-inconsistency (Q2697160)

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A stochastic linear-quadratic differential game with time-inconsistency
scientific article

    Statements

    title
    A stochastic linear-quadratic differential game with time-inconsistency (English)
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    author
    Gaofeng Zong
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    Qing-Long Zhou
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    publication date
    18 April 2023
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    zbMATH Keywords
    time-inconsistency
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    stochastic linear-quadratic differential game
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    equilibrium strategy
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    BSDE
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    forward-backward stochastic differential equation
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    Identifiers

    zbMATH DE Number
    7675732
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    OpenAlex ID
    W4285152526
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    DOI
    10.3934/ERA.2022131
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