A regular equilibrium solves the extended HJB system
Year of publication: |
2019
|
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Authors: | Lindensjö, Kristoffer |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 47.2019, 5, p. 427-432
|
Subject: | Dynamic inconsistency | Extended HJB system | Subgame perfect Nash equilibrium | Time-inconsistent preferences | Time-inconsistent stochastic control | Zeitkonsistenz | Time consistency | Nash-Gleichgewicht | Nash equilibrium | Präferenztheorie | Theory of preferences | System Dynamics | System dynamics | Spieltheorie | Game theory |
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