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An equivalent approximation approach for the Hamilton‐Jacobi‐Bellman equations in intertemporal decision problems - MaRDI portal

An equivalent approximation approach for the Hamilton‐Jacobi‐Bellman equations in intertemporal decision problems (Q4611261)

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scientific article; zbMATH DE number 7002987
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English
An equivalent approximation approach for the Hamilton‐Jacobi‐Bellman equations in intertemporal decision problems
scientific article; zbMATH DE number 7002987

    Statements

    An equivalent approximation approach for the Hamilton‐Jacobi‐Bellman equations in intertemporal decision problems (English)
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    17 January 2019
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    equivalent approximation
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    HJB equation
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    intertemporal decision
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    time inconsistency
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