Browsing by Author "Ni, Yuan-Hua"

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An introductory review of time-inconsistent stochastic optimal control

Ni, Yuan-Hua; Zhang, Ji-Feng; Dimirovski, Georgi M. (IEEE, 2018)

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 ...