A robust time‐inconsistent linear‐quadratic problem
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Publication:6089830
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Cites work
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- Linear-quadratic optimal control problems for mean-field stochastic differential equations -- time-consistent solutions
- LQG control with an H/sup infinity / performance bound: a Riccati equation approach
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- Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem
- Multiobjective \({\mathcal H}_2/{\mathcal H}_{\infty}\) control design
- State Feedback $H_\infty$ Control for a Class of Nonlinear Stochastic Systems
- Stochastic H^\infty
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- Stochastic>tex<$H_2/H_infty $>/tex<Control WithState-Dependent Noise
- Time-inconsistent recursive stochastic optimal control problems
- Time-inconsistent stochastic linear-quadratic control
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