A deterministic linear quadratic time-inconsistent optimal control problem (Q550531)

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scientific article; zbMATH DE number 5919354
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    A deterministic linear quadratic time-inconsistent optimal control problem
    scientific article; zbMATH DE number 5919354

      Statements

      A deterministic linear quadratic time-inconsistent optimal control problem (English)
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      11 July 2011
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      time-inconsistency
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      linear-quadratic optimal control problem
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      time-consistent equilibrium strategy
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      multi-person hierarchical differential games
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      Riccati--Volterra integral equation system
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