Optimal control problems with time inconsistency

Optimal control problems with time inconsistency

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...

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Bibliographic Details
Main Author: Wei Ji
Format: Article
Language:English
Published: AIMS Press 2023-01-01
Series:Electronic Research Archive
Subjects:
time inconsistency
two-point boundary value problem
open-loop
equilibrium control
quasi-variational problem
Online Access:https://www.aimspress.com/article/doi/10.3934/era.2023024?viewType=HTML

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https://www.aimspress.com/article/doi/10.3934/era.2023024?viewType=HTML

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