A Constructive Approach to Existence of Equilibria in Time-Inconsistent Stochastic Control Problems.
Jiang Yu NguwiNicolas PrivaultPublished in: SIAM J. Control. Optim. (2022)
Keyphrases
- control problems
- optimal control
- stochastic control
- reinforcement learning
- continuous state spaces
- adaptive control
- queueing systems
- game theoretic
- brownian motion
- fixed point
- stochastic process
- game theory
- decision problems
- dynamic programming
- markov processes
- nash equilibrium
- long run
- infinite horizon
- nash equilibria
- real time