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Q4589036 - MaRDI portal

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scientific article; zbMATH DE number 6803231
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English
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scientific article; zbMATH DE number 6803231

    Statements

    publication date
    6 November 2017
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    zbMATH Keywords
    stochastic optimal control
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    time inconsistency
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    equilibrium solution
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    Hamilton-Jacobi- Bellman equation
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    differential games
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    linear-quadratic problem
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    Riccati equation
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    author
    Jiong-min Yong
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    49L20
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    49N05
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    49N70
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    zbMATH DE Number
    6803231
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