On time-inconsistent stochastic control in continuous time

Published 2017 View Full Article

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Title
On time-inconsistent stochastic control in continuous time
Authors
Keywords
Time-consistency, Time-inconsistency, Time-inconsistent control, Dynamic programming, Stochastic control, Bellman equation, Hyperbolic discounting, Mean-variance, Equilibrium, 49L99, 49N90, 60J70, 91A10, 91A80, 91B02, 91B25, 91B51, 91G80, C61, C72, C73, D5, G11, G12
Journal
FINANCE AND STOCHASTICS
Volume 21, Issue 2, Pages 331-360
Publisher
Springer Nature
Online
2017-03-13
DOI
10.1007/s00780-017-0327-5
References
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