collaborators

1 paper

math.OC2026

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…