A singular linear quadratic time-inconsistent optimal control problem
From MaRDI portal
Publication:6131019
DOI10.1007/s11424-023-1173-5MaRDI QIDQ6131019
Publication date: 3 April 2024
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Linear-quadratic optimal control problems (49N10)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- A theory of Markovian time-inconsistent stochastic control in discrete time
- Deterministic time-inconsistent optimal control problems -- an essentially cooperative approach
- A deterministic linear quadratic time-inconsistent optimal control problem
- Time-inconsistent optimal control problems and the equilibrium HJB equation
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II
- Time-Inconsistent Stochastic Linear--Quadratic Control
- Consistent Plans
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
- Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation
- Time-Inconsistent Recursive Stochastic Optimal Control Problems
- Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium
- Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions
- On the Continuity of the Generalized Inverse
This page was built for publication: A singular linear quadratic time-inconsistent optimal control problem