Subgame-perfect equilibrium strategies for time-inconsistent recursive stochastic control problems (Q6112488)
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scientific article; zbMATH DE number 7723300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subgame-perfect equilibrium strategies for time-inconsistent recursive stochastic control problems |
scientific article; zbMATH DE number 7723300 |
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Subgame-perfect equilibrium strategies for time-inconsistent recursive stochastic control problems (English)
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7 August 2023
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equilibrium strategy
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maximum principle
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portfolio management
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recursive stochastic control problem
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time-inconsistency
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