Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents (Q6104000)
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scientific article; zbMATH DE number 7692293
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents |
scientific article; zbMATH DE number 7692293 |
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Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents (English)
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5 June 2023
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backward stochastic differential equations
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consistent planning
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mean-variance
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nonexponential discounting
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time inconsistency
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