On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time

DOI10.1137/20M1382106zbMath1471.91498OpenAlexW3211178986MaRDI QIDQ5158380

Xue Dong He, Zhaoli Jiang

Publication date: 22 October 2021

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/20m1382106

zbMATH Keywords

stochastic controlportfolio selectionequilibrium strategiestime-inconsistencycontinuous-time setting

Mathematics Subject Classification ID

Applications of game theory (91A80) Optimal stochastic control (93E20) Portfolio theory (91G10)

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