Optimal control problems with time inconsistency

被引：1
|
作者：
Ji, Wei [1 ,2 ]
机构：
[1] Guizhou Univ, Dept Math, Guiyang 55025, Guizhou, Peoples R China
[2] Guizhou Polytech Construct, Sch Informat & Management, Guiyang 551400, Guizhou, Peoples R China
来源：
ELECTRONIC RESEARCH ARCHIVE | 2022年 / 31卷 / 01期
基金：
中国国家自然科学基金;
关键词：
time inconsistency; two-point boundary value problem; open-loop; equilibrium control; quasi-variational problem; STOCHASTIC-CONTROL;
D O I：
10.3934/era.2023024
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In the present study, the necessary and sufficient conditions of equilibrium control for general optimal control problems with time inconsistency are established in sense of open-loop. As an application, the linear quadratic optimal control problems with time inconsistency were also explored and an explicit equilibrium control is constructed.
引用
收藏
页码：492 / 508
页数：17
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