Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998)
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scientific article; zbMATH DE number 7344172
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach |
scientific article; zbMATH DE number 7344172 |
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Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (English)
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5 May 2021
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time-inconsistency
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stochastic control
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equilibrium control
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backward stochastic partial differential equations
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mean-variance problem
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