A singular linear quadratic time-inconsistent optimal control problem

DOI10.1007/S11424-023-1173-5MaRDI QIDQ6131019FDO

Authors Bowen Ma

Publication date 3 April 2024

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

zbMATH Keywords

singular LQ problemtime-inconsistencyequilibrium control\(N\)-person differential game

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Linear-quadratic optimal control problems (49N10)

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Cites work

• scientific article; zbMATH DE number 1183917 (Why is no real title available?)
• scientific article; zbMATH DE number 1325009 (Why is no real title available?)
• A deterministic linear quadratic time-inconsistent optimal control problem
• A theory of Markovian time-inconsistent stochastic control in discrete time
• Consistent Plans
• Deterministic time-inconsistent optimal control problems -- an essentially cooperative approach
• Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation
• Linear-quadratic optimal control problems for mean-field stochastic differential equations -- time-consistent solutions
• On the Continuity of the Generalized Inverse
• Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
• Stochastic linear quadratic regulators with indefinite control weight costs. II
• Time-inconsistent optimal control problems and the equilibrium HJB equation
• Time-inconsistent recursive stochastic optimal control problems
• Time-inconsistent stochastic linear-quadratic control
• Time-inconsistent stochastic linear-quadratic control: characterization and uniqueness of equilibrium

Cited in

(2)

• Time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations
• Three-rigid-body-particle modeling and optimization of trajectory and posture for alpine skiing

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