A deterministic linear quadratic time-inconsistent optimal control problem (Q550531)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A deterministic linear quadratic time-inconsistent optimal control problem |
scientific article |
Statements
A deterministic linear quadratic time-inconsistent optimal control problem (English)
0 references
11 July 2011
0 references
time-inconsistency
0 references
linear-quadratic optimal control problem
0 references
time-consistent equilibrium strategy
0 references
multi-person hierarchical differential games
0 references
Riccati--Volterra integral equation system
0 references