Strong and weak equilibria for time-inconsistent stochastic control in continuous time
Year of publication: |
2021
|
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Authors: | Huang, Yu-Jui ; Zhou, Zhou |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 46.2021, 2, p. 428-451
|
Subject: | time-inconsistency | stochastic control | continuous-time Markov chain | strong equilibria | weak equilibria | nonexponential discounting | Stochastischer Prozess | Stochastic process | Zeitkonsistenz | Time consistency | Kontrolltheorie | Control theory | Markov-Kette | Markov chain | Gleichgewichtstheorie | Equilibrium theory | Spieltheorie | Game theory | Gleichgewichtsmodell | Equilibrium model |
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