A deterministic linear quadratic time-inconsistent optimal control problem
DOI10.3934/mcrf.2011.1.83zbMath1222.49043arXiv1204.1856OpenAlexW2154675836MaRDI QIDQ550531
Publication date: 11 July 2011
Published in: Mathematical Control and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.1856
time-inconsistencylinear-quadratic optimal control problemmulti-person hierarchical differential gamesRiccati--Volterra integral equation systemtime-consistent equilibrium strategy
Hierarchical games (including Stackelberg games) (91A65) Dynamic programming in optimal control and differential games (49L20) Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Linear-quadratic optimal control problems (49N10)
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