An Introductory Review of Time-Inconsistent Stochastic Optimal Control
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Tarih
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Yayıncı
IEEE
Erişim Hakkı
info:eu-repo/semantics/closedAccess
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
37th Chinese Control Conference (CCC) -- JUL 25-27, 2018 -- Wuhan, PEOPLES R CHINA
Anahtar Kelimeler
Time Inconsistency, Stochastic Optimal Control, Maximum Principle, Consumption
Kaynak
2018 37th Chinese Control Conference (Ccc)
