A Constructive Approach to Existence of Equilibria in Time-Inconsistent Stochastic Control Problems (Q5065055)
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scientific article; zbMATH DE number 7493008
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Constructive Approach to Existence of Equilibria in Time-Inconsistent Stochastic Control Problems |
scientific article; zbMATH DE number 7493008 |
Statements
A Constructive Approach to Existence of Equilibria in Time-Inconsistent Stochastic Control Problems (English)
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18 March 2022
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stochastic control
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time inconsistency
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maximum principle
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\(n\)-person games
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backward SDEs
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Markov chain approximation
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