Time-inconsistent stochastic optimal control problems and backward stochastic volterra integral equations (Q4999562)
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scientific article; zbMATH DE number 7369276
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-inconsistent stochastic optimal control problems and backward stochastic volterra integral equations |
scientific article; zbMATH DE number 7369276 |
Statements
Time-inconsistent stochastic optimal control problems and backward stochastic volterra integral equations (English)
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7 July 2021
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time-inconsistent optimal control problem
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backward stochastic Volterra integral equation
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stochastic differential games
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equilibrium strategy
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equilibrium Hamilton-Jacobi-Bellman equation
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