Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems (Q6157104)
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scientific article; zbMATH DE number 7697822
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems |
scientific article; zbMATH DE number 7697822 |
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Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems (English)
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19 June 2023
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time-inconsistency
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stochastic control
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open-loop equilibrium control
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Poisson point process
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parabolic integro-partial differential equations
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mean-variance problem
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