Sup-Inf/Inf-Sup Problem on Choice of a Probability Measure by Forward–Backward Stochastic Differential Equation Approach

DOI10.1109/TAC.2021.3058422OpenAlexW3129223710WikidataQ114085460 ScholiaQ114085460MaRDI QIDQ5033908

Taiga Saito, Akihiko Takahashi

Publication date: 24 February 2022

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2021.3058422

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications

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