Deterministic time-inconsistent optimal control problems -- an essentially cooperative approach

DOI10.1007/S10255-012-0120-3MaRDI QIDQ511060zbMATH OpenOpenAlexFDO

Authors Jiongmin Yong

Publication date 14 February 2017

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-012-0120-3

zbMATH Keywords

time-inconsistencymulti-level hierarchical differential gamespre-committed optimal controltime-consistent equilibrium control

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Dynamic programming in optimal control and differential games (49L20) Linear-quadratic optimal control problems (49N10)

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Cites work

• scientific article; zbMATH DE number 3161189 (Why is no real title available?)
• scientific article; zbMATH DE number 1325009 (Why is no real title available?)
• Consistent Plans
• Consumption-Savings Decisions with Quasi-Geometric Discounting
• Golden Eggs and Hyperbolic Discounting
• Investment and consumption without commitment
• Non-constant discounting in finite horizon: the free terminal time case
• On the Existence of a Consistent Course of Action when Tastes are Changing
• Optimal control theory
• Time-inconsistent preferences in a general equilibrium model

Cited in

(21)

• A singular linear quadratic time-inconsistent optimal control problem
• Dynamic approaches for some time-inconsistent optimization problems
• Time-inconsistent risk-sensitive equilibrium for countable-stated Markov decision processes
• On connected m multiply 2 dimensions composite hyperplane complete graph's residual graphs
• Consumption-investment strategies with non-exponential discounting and logarithmic utility
• A Nash-type fictitious game framework to time-inconsistent stochastic control problems
• A deterministic linear quadratic time-inconsistent optimal control problem
• A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion
• Closed-Loop Equilibrium for Time-Inconsistent McKean--Vlasov Controlled Problem
• Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I
• Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation
• Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems
• Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting
• Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem
• Time-inconsistent stochastic LQ problem with regime switching
• Linear-quadratic optimal control problems for mean-field stochastic differential equations -- time-consistent solutions
• On asymptotic exit-time control problems lacking coercivity
• A solvable time-inconsistent principal-agent problem
• Time-inconsistent recursive stochastic optimal control problems
• Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach
• Noncausalities and time inconsistency in dynamic noncooperative games: the problem revisited

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