An introductory review of time-inconsistent stochastic optimal control
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IEEE
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info:eu-repo/semantics/embargoedAccess
Özet
This paper gives an introductory review of time-inconsistent stochastic optimal control. We mainly explain the reasons that result in the time inconsistency, and review the recent progresses in time-inconsistent stochastic linear-quadratic optimal control.
Açıklama
Dimirovski, Georgi M. (Dogus Author) -- Conference full title: 37th Chinese Control Conference, CCC 2018; Wuhan; China; 25 July 2018 through 27 July 2018.
Anahtar Kelimeler
Time Inconsistency, Stochastic Optimal Control
Kaynak
37th Chinese Control Conference (CCC)
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Ni, Y., Zhang, J., Dimirovski, G. M. (2018). An introductory review of time-inconsistent stochastic optimal control. In 37th Chinese Control Conference (CCC), (pp. 2528-2533). Piscataway, New Jersey: IEEE. https://dx.doi.org/10.23919/ChiCC.2018.8483660
