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Time-Inconsistent Linear Quadratic Optimal Control Problems for Stochastic Evolution Equations - MaRDI portal

Time-Inconsistent Linear Quadratic Optimal Control Problems for Stochastic Evolution Equations (Q5217104)

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scientific article; zbMATH DE number 7172097
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English
Time-Inconsistent Linear Quadratic Optimal Control Problems for Stochastic Evolution Equations
scientific article; zbMATH DE number 7172097

    Statements

    title
    Time-Inconsistent Linear Quadratic Optimal Control Problems for Stochastic Evolution Equations (English)
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    publication date
    21 February 2020
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    zbMATH Keywords
    linear quadratic problem
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    time-incosistency
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    stochastic evolution equations
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    stochastic games
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    cites work
    Q4224212
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    Consistent Plans
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    Q4589036
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    Q4255599
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    Identifiers

    DOI
    10.1137/19M1250339
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    Mathematics Subject Classification ID
    93E20
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    93C25
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    49N10
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    91A23
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    91A15
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    zbMATH DE Number
    7172097
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    OpenAlex ID
    W3008321883
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