Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time

DOI10.1287/moor.2020.1066zbMath1476.93160arXiv1809.09243OpenAlexW2893747554MaRDI QIDQ5000641

Zhou Zhou, Yu-Jui Huang

Publication date: 15 July 2021

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.09243

zbMATH Keywords

stochastic controlcontinuous-time Markov chaintime-inconsistencyweak equilibriastrong equilibrianonexponential discounting

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Applications of continuous-time Markov processes on discrete state spaces (60J28)

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