Time-inconsistent optimal control problems and related issues
From MaRDI portal
Publication:2337443
DOI10.1007/978-3-030-25498-8_22zbMath1432.49039OpenAlexW2960852428MaRDI QIDQ2337443
Publication date: 20 November 2019
Full work available at URL: https://doi.org/10.1007/978-3-030-25498-8_22
Related Items (15)
Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach ⋮ Backward Stochastic Volterra Integro-Differential Equations and Applications in Optimal Control Problems ⋮ An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix ⋮ Renegotiation and dynamic inconsistency: contracting with non-exponential discounting ⋮ Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems ⋮ Nonlocality, nonlinearity, and time inconsistency in stochastic differential games ⋮ Nonlocal fully nonlinear parabolic differential equations arising in time-inconsistent problems ⋮ Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems ⋮ A time consistent dynamic bargaining procedure in differential games with heterogeneous discounting ⋮ Small-time solvability of a flow of forward-backward stochastic differential equations ⋮ Time-inconsistent stopping, myopic adjustment and equilibrium stability: with a mean-variance application ⋮ Time-Inconsistent Consumption-Investment Problems in Incomplete Markets under General Discount Functions ⋮ Controlled Markov chains with non-exponential discounting and distribution-dependent costs ⋮ Time-inconsistent stochastic optimal control problems and backward stochastic volterra integral equations ⋮ Closed-Loop Equilibrium for Time-Inconsistent McKean--Vlasov Controlled Problem
This page was built for publication: Time-inconsistent optimal control problems and related issues