Open AccessTime-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation
Author(s) -
Haiyang Wang,
Zhen Wu
Publication year - 2015
Publication title -
mathematical control and related fields
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.658
H-Index - 21
eISSN - 2156-8472
pISSN - 2156-8499
DOI - 10.3934/mcrf.2015.5.651
Subject(s) - hamilton–jacobi–bellman equation , mathematics , bellman equation , parameterized complexity , stochastic differential equation , stochastic control , optimal control , quadratic equation , partial differential equation , stochastic partial differential equation , mathematical optimization , mathematical analysis , geometry , combinatorics