Time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations (Q6621519)
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scientific article; zbMATH DE number 7928771
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations |
scientific article; zbMATH DE number 7928771 |
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Time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations (English)
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18 October 2024
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stochastic linear quadratic control problem
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forward-backward stochastic differential equation
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time-inconsistency
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