Time-Inconsistent Linear Quadratic Optimal Control Problems for Stochastic Evolution Equations
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Cites work
- A deterministic linear quadratic time-inconsistent optimal control problem
- Consistent Plans
- Equilibrium strategies for time-inconsistent stochastic switching systems
- General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations
- General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions
- Golden Eggs and Hyperbolic Discounting
- scientific article; zbMATH DE number 1237602 (Why is no real title available?)
- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
- Linear quadratic stochastic differential games: open-loop and closed-loop saddle points
- Linear-quadratic optimal control problems for mean-field stochastic differential equations -- time-consistent solutions
- Linear-quadratic time-inconsistent mean field games
- Mean-variance portfolio optimization with state-dependent risk aversion
- On time-inconsistent stochastic control in continuous time
- Representation and control of infinite dimensional systems
- Stochastic Equations in Infinite Dimensions
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
- Stochastic linear quadratic regulators with indefinite control weight costs. II
- Stochastic ordinary and stochastic partial differential equations. Transition from microscopic to macroscopic equations.
- The stochastic linear quadratic control problem with singular estimates
- Time-consistent portfolio management
- Time-inconsistent optimal control problems
- 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
- Well posedness of operator valued backward stochastic Riccati equations in infinite dimensional spaces
- Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems
Cited in
(23)- Equilibrium controls in time inconsistent stochastic linear quadratic problems
- A concise introduction to control theory for stochastic partial differential equations
- Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I
- Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation
- Time-inconsistent stochastic linear-quadratic control
- Stochastic linear-quadratic optimal control without time-consistency requirement
- Closed-loop equilibrium strategies for general time-inconsistent optimal control problems
- Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem
- On the time-inconsistent deterministic linear-quadratic control
- Time-inconsistent stochastic linear-quadratic control: characterization and uniqueness of equilibrium
- A deterministic linear quadratic time-inconsistent optimal control problem
- The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems
- A robust time‐inconsistent linear‐quadratic problem
- Time-inconsistent stochastic linear-quadratic control problem with indefinite control weight costs
- Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems
- Optimal Linear-Quadratic Regulator for a Stochastic System under Mutually Inverse Time Preferences in the Cost
- Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model
- Time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations
- Time-inconsistent singular stochastic linear-quadratic control for stochastic evolution equations
- Time-inconsistent linear-quadratic social optima for large population system
- Stochastic linear quadratic optimal control problems for stochastic evolution equations with unbounded control operator
- Open-loop and closed-loop saddle points of infinite dimensional linear-quadratic stochastic differential games with Poisson jumps
- Forward-backward stochastic linear-quadratic optimal controls: equilibrium strategies and nonsymmetric Riccati equations
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