A Nash-Type Fictitious Game Framework to Time-Inconsistent Stochastic Control Problems (Q5073515)
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scientific article; zbMATH DE number 7516615
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Nash-Type Fictitious Game Framework to Time-Inconsistent Stochastic Control Problems |
scientific article; zbMATH DE number 7516615 |
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A Nash-Type Fictitious Game Framework to Time-Inconsistent Stochastic Control Problems (English)
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3 May 2022
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time inconsistency
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stochastic linear-quadratic problem
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dynamic game
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precommitted policy
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time-consistent policy
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