A deterministic linear quadratic time-inconsistent optimal control problem

Mathematical Control and Related Fields

Volumn 1, Issue 1, 2011, Pages 83-118

  Yong, Jiongmin ^a  

^a UNIVERSITY OF CENTRAL FLORIDA   (United States)

Author keywords

Linear quadratic optimal control problem; Multi person hierarchical differential games; Riccati volterra integral equation system; Time consistent equilibrium strategy; Time inconsistency

Indexed keywords

EID: 84865464613     PISSN: 21568472     EISSN: 21568499     Source Type: Journal    
DOI: 10.3934/mcrf.2011.1.83     Document Type: Article

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