"A Nash-Type Fictitious Game Framework to Time-Inconsistent Stochastic ..."

Yuan-Hua Ni, Binbin Si, Xinzhen Zhang (2022)

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DOI: 10.1137/19M1281885

access: closed

type: Journal Article

metadata version: 2022-07-25

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Yuan-Hua Ni, Binbin Si, Xinzhen Zhang:
A Nash-Type Fictitious Game Framework to Time-Inconsistent Stochastic Control Problems. SIAM J. Control. Optim. 60(2): 1163-1189 (2022)

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