An introductory review of time-inconsistent stochastic optimal control
| dc.authorid | TR142348 | en_US |
| dc.contributor.author | Ni, Yuan-Hua | |
| dc.contributor.author | Zhang, Ji-Feng | |
| dc.contributor.author | Dimirovski, Georgi M. | |
| dc.date.accessioned | 2019-02-01T09:22:39Z | |
| dc.date.available | 2019-02-01T09:22:39Z | |
| dc.date.issued | 2018 | |
| dc.department | Doğuş Üniversitesi, Mühendislik Fakültesi, Yazılım Mühendisliği Bölümü | en_US |
| dc.description | Dimirovski, Georgi M. (Dogus Author) -- Conference full title: 37th Chinese Control Conference, CCC 2018; Wuhan; China; 25 July 2018 through 27 July 2018. | en_US |
| dc.description.abstract | 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. | en_US |
| dc.identifier.citation | 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 | en_US |
| dc.identifier.doi | 10.23919/ChiCC.2018.8483660 | |
| dc.identifier.endpage | 2533 | en_US |
| dc.identifier.isbn | 9789881563958 | |
| dc.identifier.isbn | 9789881563941 | |
| dc.identifier.isbn | 9781538649688 | |
| dc.identifier.issn | 1934-1768 | |
| dc.identifier.other | 18148716 (INSPEC) | |
| dc.identifier.scopus | 2-s2.0-85056085684 | en_US |
| dc.identifier.scopusquality | N/A | en_US |
| dc.identifier.startpage | 2528 | en_US |
| dc.identifier.uri | https://dx.doi.org/10.23919/ChiCC.2018.8483660 | |
| dc.identifier.uri | https://hdl.handle.net/11376/3325 | |
| dc.indekslendigikaynak | Web of Science | en_US |
| dc.indekslendigikaynak | Scopus | en_US |
| dc.institutionauthor | Dimirovski, Georgi M. | |
| dc.language.iso | en | en_US |
| dc.publisher | IEEE | en_US |
| dc.relation.ispartof | 37th Chinese Control Conference (CCC) | en_US |
| dc.relation.publicationcategory | Konferans Öğesi - Uluslararası - Kurum Öğretim Elemanı | en_US |
| dc.rights | info:eu-repo/semantics/embargoedAccess | en_US |
| dc.subject | Time Inconsistency | en_US |
| dc.subject | Stochastic Optimal Control | en_US |
| dc.title | An introductory review of time-inconsistent stochastic optimal control | en_US |
| dc.type | Conference Object | en_US |
