On time-inconsistent stochastic control in continuous time

标题

作者

关键词

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

出版物

FINANCE AND STOCHASTICS

Volume 21, Issue 2, Pages 331-360

出版商

Springer Nature

发表日期

2017-03-13

DOI

10.1007/s00780-017-0327-5

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