A robust time‐inconsistent linear‐quadratic problem
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Publication:6089830
DOI10.1002/rnc.5426zbMath1526.93282OpenAlexW3129547845MaRDI QIDQ6089830
Yuan-Hua Ni, Zeng-Qiang Chen, Binbin Si, Qinglin Sun
Publication date: 13 November 2023
Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/rnc.5426
time inconsistencydynamic gametime-consistent policystochastic linear-quadratic problemprecommitted policy
Noncooperative games (91A10) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Dynamic games (91A25)
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