On the Time-Inconsistent Deterministic Linear-Quadratic Control-Reference-Cited by-同舟云学术

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On the Time-Inconsistent Deterministic Linear-Quadratic Control

Published:2022-04 Issue:2 Volume:60 Page:968-991
ISSN:0363-0129
Container-title:SIAM Journal on Control and Optimization
language:en
Short-container-title:SIAM J. Control Optim.

Author:

Cai Hongyan,Chen Danhong,Peng Yunfei,Wei Wei^ORCID

Funder

Heriot-Watt University

National Natural Science Foundation of China

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Control and Optimization

Reference22 articles.

1. Dynamic Mean-Variance Asset Allocation

2. Linear–Quadratic Time-Inconsistent Mean Field Games

3. MEAN-VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION

4. Non-hyperbolic time inconsistency

5. Time-Inconsistent Linear Quadratic Optimal Control Problems for Stochastic Evolution Equations

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Stochastic linear–quadratic control problems with affine constraints;Systems & Control Letters;2024-09

2. Closed-loop and open-loop equilibrium of a class time-inconsistent linear-quadratic differential games;International Journal of Game Theory;2024-04-18

3. Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model;Mathematical Control and Related Fields;2023

4. Optimal control problems with time inconsistency;Electronic Research Archive;2022

5. Research Summary on Time-Inconsistent LQ Problem;Operations Research and Fuzziology;2022

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