Open AccessTime-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach
Author(s) -
Ishak Alia
Publication year - 2020
Publication title -
mathematical control and related fields
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.658
H-Index - 21
eISSN - 2156-8472
pISSN - 2156-8499
DOI - 10.3934/mcrf.2020020
Subject(s) - stochastic differential equation , mathematics , stochastic partial differential equation , nash equilibrium , variance (accounting) , differential game , class (philosophy) , mathematical economics , state (computer science) , partial differential equation , mathematical optimization , computer science , mathematical analysis , economics , algorithm , accounting , artificial intelligence