Time-inconsistent optimal control problems with regime-switching (Q2411029)

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Time-inconsistent optimal control problems with regime-switching
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    title
    Time-inconsistent optimal control problems with regime-switching (English)
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    DOI
    10.3934/mcrf.2017022
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    author
    Jiaqin Wei
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    publication date
    20 October 2017
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    Mathematics Subject Classification ID
    93E20
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    49L20
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    49N10
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    49N70
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    35Q93
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    91A23
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    91A65
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    zbMATH DE Number
    6793994
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    zbMATH Keywords
    time-inconsistence
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    regime-switching
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    multi-person game
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    equilibrium Hamilton-Jacobi-Bellman equation
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    linear-quadratic control
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    OpenAlex ID
    W2754527607
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    cites work
    Q5520962
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    Consistent Plans
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    Q4255599
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