Closed-Loop Equilibrium for Time-Inconsistent McKean--Vlasov Controlled Problem (Q5855520)

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scientific article; zbMATH DE number 7325827
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Closed-Loop Equilibrium for Time-Inconsistent McKean--Vlasov Controlled Problem
scientific article; zbMATH DE number 7325827

    Statements

    title
    Closed-Loop Equilibrium for Time-Inconsistent McKean--Vlasov Controlled Problem (English)
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    author
    Hongwei Mei
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    Chao Zhu
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    publication date
    18 March 2021
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    zbMATH Keywords
    McKean-Vlasov diffusion
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    time-inconsistent
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    distribution-dependent
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    closed-loop equilibrium
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    cites work
    Q2807034
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    Q5520962
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    Q3236483
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    Mean field games
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    Optimal Transport
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    Q4255599
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    Identifiers

    DOI
    10.1137/20M1319796
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    Mathematics Subject Classification ID
    93E20
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    49L99
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    60H10
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    91A16
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    zbMATH DE Number
    7325827
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    arXiv ID
    2002.06952
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    OpenAlex ID
    W3112642204
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