Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium (Q5346494)
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scientific article; zbMATH DE number 6722985
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium |
scientific article; zbMATH DE number 6722985 |
Statements
Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium (English)
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24 May 2017
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time inconsistency
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stochastic linear-quadratic control
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uniqueness of equilibrium control
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forward-backward stochastic differential equation
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mean-variance portfolio selection
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