Time-Inconsistent Linear Quadratic Optimal Control Problems for Stochastic Evolution Equations
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Publication:5217104
DOI10.1137/19M1250339zbMath1440.93264OpenAlexW3008321883MaRDI QIDQ5217104
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Publication date: 21 February 2020
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://epubs.siam.org/doi/pdf/10.1137/19M1250339
Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) Control/observation systems in abstract spaces (93C25)
Related Items (5)
On the Time-Inconsistent Deterministic Linear-Quadratic Control ⋮ The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems ⋮ 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 ⋮ A concise introduction to control theory for stochastic partial differential equations
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