2 problems

Let $p^\zeta(s;t)$ and $p^x(s;t)$ denote the adjoint processes introduced in the control-dependent ambiguity-aversion formulation, with the model specialized by taking $\mu_2$, $b$…

In a Markovian time-inconsistent stochastic control problem, let $\nu^\star$ be an equilibrium and let $v$ be its value function. The associated system of PDEs is denoted by … , an…