4 papers · 1 filter
Existence of Relaxed Equilibrium for Time-Inconsistent Mean Field Games: A Set-Valued Fixed Point Approach
Zhenhua Wang, Zhou Zhou
This paper studies the existence of relaxed equilibria for finite-horizon continuous-time time-inconsistent mean field games. We work directly on the product space of relaxed feedb…
Time-Inconsistent MDPs with Entropy Regularization: Equilibrium Existence and Policy Iteration
Fengyuan Cao, Zhenhua Wang
We study infinite-horizon time-inconsistent Markov decision processes with a countably infinite state space and unbounded reward functions. The reward is allowed to depend explicit…
Equilibrium under Time-Inconsistency: A New Existence Theory by Vanishing Entropy Regularization
Zhenhua Wang, Xiang Yu, Jingjie Zhang +1
This paper develops a framework for establishing the existence of solutions to the equilibrium Hamilton-Jacobi-Bellman (EHJB) equation arising in time-inconsistent stochastic contr…
Stability of Equilibria in Time-inconsistent Stopping Problems
Erhan Bayraktar, Zhenhua Wang, Zhou Zhou
We investigate the stability of equilibrium-induced optimal values with respect to (w.r.t.) reward functions and transition kernels for time-inconsistent stopping problems…