Time-inconsistent optimal control problems and the equilibrium hjb equation

Mathematical Control and Related Fields

Volumn 2, Issue 3, 2012, Pages 271-329

  Yong, Jiongmin ^a  

^a UNIVERSITY OF CENTRAL FLORIDA   (United States)

Author keywords

Equilibrium hamilton jacobi bellman equation; Equilibrium value function; Forward backward stochastic differential equation; Time inconsistent optimal control problem

Indexed keywords

EID: 84883754241     PISSN: 21568472     EISSN: 21568499     Source Type: Journal    
DOI: 10.3934/mcrf.2012.2.271     Document Type: Article

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