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Time-Inconsistent Optimal Control Problems and Related Issues

  • Yan W
  • Yong J
DOI: 10.1007/978-3-030-25498-8_22
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Abstract

… In this section, let us look at the time-consistency of some typical optimal control problems. In the rest of the paper, we let (Ω,F,F,P) be a complete filtered probability space on which a d-…

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APA

Yan, W., & Yong, J. (2019). Time-Inconsistent Optimal Control Problems and Related Issues (pp. 533–569). https://doi.org/10.1007/978-3-030-25498-8_22

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