Time-inconsistent optimal control problems and related issues (Q2337443)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-inconsistent optimal control problems and related issues |
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Time-inconsistent optimal control problems and related issues (English)
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20 November 2019
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The paper deals with time-inconsistent stochastic optimal control problems, as they can be used, for instance, to address the effect of subjectivity in system modelling. We are then in the presence of a nonlinear system and the problem is analyzed by using variational techniques. For the entire collection see [Zbl 1418.93005].
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stochastic optimal control
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subjectivity
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time consistency
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