Short Communication: Existence of Markov Equilibrium Control in Discrete Time

DOI10.1137/23m1594121zbMath1529.49007arXiv2308.07227MaRDI QIDQ6143821

Erhan Bayraktar, Bingyan Han

Publication date: 5 January 2024

Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2308.07227

zbMATH Keywords

time inconsistencyBorel measurable selectioninf-compact functions

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Applications of game theory (91A80) Methods involving semicontinuity and convergence; relaxation (49J45)

Cites Work

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