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A robust time‐inconsistent linear‐quadratic problem - MaRDI portal

A robust time‐inconsistent linear‐quadratic problem (Q6089830)

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scientific article; zbMATH DE number 7764234
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English
A robust time‐inconsistent linear‐quadratic problem
scientific article; zbMATH DE number 7764234

    Statements

    title
    A robust time‐inconsistent linear‐quadratic problem (English)
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    author
    Binbin Si
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    Yuan-Hua Ni
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    Qinglin Sun
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    Zeng-Qiang Chen
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    publication date
    13 November 2023
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    zbMATH Keywords
    dynamic game
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    precommitted policy
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    stochastic linear-quadratic problem
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    time inconsistency
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    time-consistent policy
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    cites work
    Q4519060
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    Q3128879
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    Stochastic $H^\infty$
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    Q2977454
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    Identifiers

    DOI
    10.1002/rnc.5426
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    Mathematics Subject Classification ID
    93E20
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    49N10
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    91A25
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    91A10
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    zbMATH DE Number
    7764234
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    OpenAlex ID
    W3129547845
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