An equivalent approximation approach for the Hamilton‐Jacobi‐Bellman equations in intertemporal decision problems

DOI10.1002/OCA.2461zbMath1419.91234OpenAlexW2887235941WikidataQ129370534 ScholiaQ129370534MaRDI QIDQ4611261

Shengpeng Xiang, Hongbo He, Shou Chen

Publication date: 17 January 2019

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.2461

zbMATH Keywords

HJB equationtime inconsistencyequivalent approximationintertemporal decision

Mathematics Subject Classification ID

Decision theory (91B06) Dynamic programming in optimal control and differential games (49L20) Portfolio theory (91G10)

Related Items (1)

Do time preferences matter in intertemporal consumption and portfolio decisions?

This page was built for publication: An equivalent approximation approach for the Hamilton‐Jacobi‐Bellman equations in intertemporal decision problems