Time-inconsistent optimal control problems and related issues (Q2337443)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7132972
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Time-inconsistent optimal control problems and related issues |
scientific article; zbMATH DE number 7132972 |
Statements
Time-inconsistent optimal control problems and related issues (English)
0 references
20 November 2019
0 references
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].
0 references
stochastic optimal control
0 references
subjectivity
0 references
time consistency
0 references
0.8476899266242981
0 references
0.8289887309074402
0 references
0.8219494819641113
0 references
0.8216655850410461
0 references
0.8134368658065796
0 references
