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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Spelling suggestions: "subject:"openloop equilibrium control"" "subject:"pentaloop equilibrium control""

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Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems / 拡張型後退確率ヴォルテラ積分方程式と時間非整合な再帰的確率制御問題への応用

Hamaguchi, Yushi 23 March 2021 (has links)
京都大学 / 新制・課程博士 / 博士(理学) / 甲第22973号 / 理博第4650号 / 新制||理||1668(附属図書館) / 京都大学大学院理学研究科数学・数理解析専攻 / (主査)教授 日野 正訓, 教授 泉 正己, 准教授 矢野 孝次 / 学位規則第4条第1項該当 / Doctor of Science / Kyoto University / DFAM
Stochastic control
Recursive cost functional
Time-inconsistency
Open-loop equilibrium control
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