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Closed-Loop Equilibrium Strategies for General Time-Inconsistent Optimal Control Problems - MaRDI portal

Closed-Loop Equilibrium Strategies for General Time-Inconsistent Optimal Control Problems (Q3382777)

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Closed-Loop Equilibrium Strategies for General Time-Inconsistent Optimal Control Problems
scientific article

    Statements

    title
    Closed-Loop Equilibrium Strategies for General Time-Inconsistent Optimal Control Problems (English)
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    author
    Harry Zheng
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    Tian Xiao Wang
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    publication date
    22 September 2021
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    zbMATH Keywords
    time-inconsistent optimal control
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    random coefficients
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    closed-loop equilibrium strategy
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    BSPDEs
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    integral and pointwise characterizations
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    cites work
    Q4086303
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    Q4589036
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    Identifiers

    DOI
    10.1137/20M1377242
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    zbMATH DE Number
    7398747
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    OpenAlex ID
    W3199773596
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