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Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions - MaRDI portal

Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions (Q6146679)

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scientific article; zbMATH DE number 7797368
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Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions
scientific article; zbMATH DE number 7797368

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    Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions (English)
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    31 January 2024
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    extended HJB system
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    stopping-control problems
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    sophisticated decision makers
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    time-inconsistency
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    weak equilibria
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