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"A Constructive Approach to Existence of Equilibria in Time-Inconsistent ..."

Jiang Yu Nguwi, Nicolas Privault (2022)

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DOI: 10.1137/20M1370446

access: closed

type: Journal Article

metadata version: 2022-07-25

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Jiang Yu Nguwi, Nicolas Privault:
A Constructive Approach to Existence of Equilibria in Time-Inconsistent Stochastic Control Problems. SIAM J. Control. Optim. 60(2): 674-698 (2022)

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